+117.9%
BTSG vs RACE
+10.6%
+107.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -0.5% |
| 7D | +17.4% | +9.9% | +7.5% | +16.2% |
| 30D | +12.6% | +12.8% | -0.2% | +11.2% |
| 3M | +11.2% | +7.4% | +3.8% | +10.1% |
| 6M | +30.4% | +27.6% | +2.8% | +25.2% |
| YTD | +86.4% | +18.4% | +68.0% | +82.2% |
| 1Y | +117.9% | +9.5% | +108.4% | +119.0% |
| All | +117.9% | +10.6% | +107.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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