-83.6%
FIG vs BTSG
+239.1%
-322.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +2.6% | +8.5% | -5.9% | +1.5% |
| 30D | -13.1% | +14.0% | -27.1% | -14.3% |
| 3M | -20.3% | +19.7% | -40.1% | -22.1% |
| 6M | -2.1% | +28.7% | -30.9% | -9.9% |
| YTD | -49.4% | +90.8% | -140.2% | -59.9% |
| 1Y | -57.0% | +112.4% | -169.4% | -67.8% |
| All | -83.6% | +239.1% | -322.7% | -91.4% |
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