+452.1%
BTSG vs Z
-38.0%
+490.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +2.7% | -3.0% | +5.7% | +3.3% |
| 30D | -3.6% | -4.2% | +0.5% | -3.1% |
| 3M | +5.8% | -3.7% | +9.5% | +6.0% |
| 6M | +44.7% | -24.5% | +69.2% | +52.8% |
| YTD | +62.2% | -49.3% | +111.5% | +85.5% |
| 1Y | +152.1% | -58.7% | +210.8% | +200.0% |
| All | +452.1% | -38.0% | +490.1% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling