+468.7%
BTSG vs TW
+5.9%
+462.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.4% |
| 7D | +5.7% | -3.5% | +9.2% | +6.2% |
| 30D | +0.2% | +0.5% | -0.3% | +0.1% |
| 3M | +5.6% | +4.9% | +0.7% | +3.7% |
| 6M | +50.8% | -17.1% | +67.9% | +58.2% |
| YTD | +67.0% | -3.9% | +70.9% | +66.7% |
| 1Y | +145.5% | -13.3% | +158.8% | +152.8% |
| All | +468.7% | +5.9% | +462.8% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling