+433.9%
BTSG vs USFR
+12.5%
+421.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.9% |
| 30D | -1.6% | +0.4% | -1.9% | -3.3% |
| 3M | -6.9% | +1.0% | -7.9% | -11.3% |
| 6M | +42.1% | +2.0% | +40.1% | +28.3% |
| YTD | +56.8% | +2.8% | +54.1% | +33.2% |
| 1Y | +109.8% | +4.1% | +105.7% | +59.3% |
| All | +433.9% | +12.5% | +421.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling