+426.2%
BTSG vs TW
+5.4%
+420.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -6.6% |
| 7D | -5.8% | -2.7% | -3.1% | -5.5% |
| 30D | 0.0% | -1.7% | +1.7% | +0.2% |
| 3M | -4.5% | +1.6% | -6.1% | -5.4% |
| 6M | +40.0% | -17.7% | +57.7% | +47.1% |
| YTD | +54.6% | -4.3% | +58.9% | +54.3% |
| 1Y | +106.1% | -13.1% | +119.2% | +112.0% |
| All | +426.2% | +5.4% | +420.8% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling