+549.5%
BTSG vs RBA
+55.5%
+494.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +8.5% | -0.5% | +9.0% | +8.7% |
| 30D | +14.0% | +6.8% | +7.2% | +12.0% |
| 3M | +19.7% | +9.5% | +10.3% | +16.5% |
| 6M | +28.7% | -8.2% | +36.9% | +30.3% |
| YTD | +90.8% | -7.7% | +98.5% | +92.2% |
| 1Y | +112.4% | -6.9% | +119.3% | +113.3% |
| All | +549.5% | +55.5% | +494.0% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling