+9.8%
BX vs BTSG
+382.3%
-372.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.6% | +3.8% | -1.3% |
| 7D | -8.9% | -5.8% | -3.1% | -7.7% |
| 30D | -14.8% | 0.0% | -14.8% | -15.0% |
| 3M | +6.9% | -4.5% | +11.4% | +6.6% |
| 6M | +16.3% | +40.0% | -23.7% | +3.8% |
| YTD | -16.1% | +54.6% | -70.6% | -27.2% |
| 1Y | -26.8% | +106.1% | -132.9% | -41.4% |
| All | +9.8% | +382.3% | -372.5% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling