+12.5%
BX vs BTSG
+389.4%
-376.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | -5.6% | -3.3% | -2.3% | -4.9% |
| 30D | -12.2% | -1.6% | -10.6% | -12.1% |
| 3M | +7.4% | -6.9% | +14.3% | +7.9% |
| 6M | +22.2% | +42.1% | -19.9% | +8.6% |
| YTD | -14.0% | +56.8% | -70.8% | -25.6% |
| 1Y | -27.3% | +109.8% | -137.1% | -42.0% |
| All | +12.5% | +389.4% | -376.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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