+468.7%
BTSG vs RBA
+35.1%
+433.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.6% |
| 7D | +5.7% | -1.1% | +6.8% | +6.0% |
| 30D | +0.2% | -13.2% | +13.4% | +4.3% |
| 3M | +5.6% | -21.4% | +27.0% | +11.9% |
| 6M | +50.8% | -20.9% | +71.7% | +59.1% |
| YTD | +67.0% | -19.9% | +86.9% | +75.1% |
| 1Y | +145.5% | -28.7% | +174.2% | +166.8% |
| All | +468.7% | +35.1% | +433.7% | +480.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling