+468.7%
BTSG vs Z
-42.0%
+510.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.4% | +9.5% | +4.2% |
| 7D | +5.7% | -3.3% | +9.0% | +6.3% |
| 30D | +0.2% | -3.7% | +3.9% | +0.5% |
| 3M | +5.6% | -7.0% | +12.6% | +6.3% |
| 6M | +50.8% | -29.5% | +80.3% | +61.1% |
| YTD | +67.0% | -52.6% | +119.6% | +93.4% |
| 1Y | +145.5% | -64.0% | +209.5% | +200.6% |
| All | +468.7% | -42.0% | +510.7% | +512.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling