+468.7%
BTSG vs USFR
+12.4%
+456.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +2.8% |
| 7D | +5.7% | +0.1% | +5.7% | +5.5% |
| 30D | +0.2% | +0.3% | -0.1% | -1.4% |
| 3M | +5.6% | +1.0% | +4.7% | +0.9% |
| 6M | +50.8% | +1.9% | +48.9% | +36.4% |
| YTD | +67.0% | +2.7% | +64.4% | +42.6% |
| 1Y | +145.5% | +4.0% | +141.5% | +86.6% |
| All | +468.7% | +12.4% | +456.3% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling