+17.3%
BX vs BTSG
+421.3%
-404.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.3% |
| 7D | -2.0% | +5.7% | -7.7% | -3.2% |
| 30D | -2.3% | +0.2% | -2.5% | -2.6% |
| 3M | +18.5% | +5.6% | +12.9% | +15.5% |
| 6M | +23.7% | +50.8% | -27.1% | +8.5% |
| YTD | -10.4% | +67.0% | -77.4% | -23.6% |
| 1Y | -19.6% | +145.5% | -165.1% | -38.3% |
| All | +17.3% | +421.3% | -404.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling