-27.3%
BX vs BTSG
+113.2%
-140.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | -5.6% | -3.3% | -2.3% | -5.1% |
| 30D | -12.2% | -1.6% | -10.6% | -12.0% |
| 3M | +7.4% | -6.9% | +14.3% | +7.2% |
| 6M | +22.2% | +42.1% | -19.9% | +6.1% |
| YTD | -14.0% | +56.8% | -70.8% | -27.2% |
| 1Y | -27.3% | +109.8% | -137.1% | -43.5% |
| All | -27.3% | +113.2% | -140.5% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling