+463.5%
BTSG vs Z
-42.4%
+506.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.9% | -7.1% | +9.9% | +4.2% |
| 30D | +0.9% | -4.8% | +5.6% | +1.4% |
| 3M | +1.6% | -9.3% | +11.0% | +2.8% |
| 6M | +46.8% | -29.0% | +75.8% | +56.6% |
| YTD | +65.5% | -52.9% | +118.4% | +91.8% |
| 1Y | +136.2% | -63.1% | +199.4% | +187.7% |
| All | +463.5% | -42.4% | +506.0% | +507.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling