+463.5%
BTSG vs USFR
+12.4%
+451.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.6% |
| 30D | +0.9% | +0.3% | +0.6% | -0.5% |
| 3M | +1.6% | +1.0% | +0.6% | -3.0% |
| 6M | +46.8% | +1.9% | +44.8% | +32.6% |
| YTD | +65.5% | +2.7% | +62.9% | +41.3% |
| 1Y | +136.2% | +4.0% | +132.3% | +80.2% |
| All | +463.5% | +12.4% | +451.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling