+426.2%
BTSG vs Z
-44.0%
+470.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.9% | -6.1% |
| 7D | -5.8% | -11.6% | +5.8% | -3.6% |
| 30D | 0.0% | -8.5% | +8.4% | +1.3% |
| 3M | -4.5% | -7.9% | +3.4% | -3.7% |
| 6M | +40.0% | -29.1% | +69.1% | +49.3% |
| YTD | +54.6% | -54.2% | +108.7% | +80.1% |
| 1Y | +106.1% | -63.5% | +169.7% | +151.5% |
| All | +426.2% | -44.0% | +470.2% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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