-55.8%
FIG vs BTSG
+152.4%
-208.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.2% | -4.3% |
| 7D | -16.3% | +2.7% | -19.0% | -16.5% |
| 30D | -14.3% | -3.6% | -10.7% | -14.0% |
| 3M | +7.2% | +5.8% | +1.4% | +3.0% |
| 6M | -18.6% | +44.7% | -63.4% | -28.7% |
| YTD | -35.5% | +62.2% | -97.6% | -45.3% |
| 1Y | -55.8% | +152.1% | -207.9% | -63.7% |
| All | -55.8% | +152.4% | -208.2% | -63.7% |
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