+426.2%
BTSG vs REPL
+65.9%
+360.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.4% | +1.7% | -6.6% |
| 7D | -5.8% | -13.4% | +7.6% | -5.8% |
| 30D | 0.0% | -3.0% | +3.0% | 0.0% |
| 3M | -4.5% | +56.3% | -60.8% | -3.4% |
| 6M | +40.0% | +60.9% | -20.9% | +37.7% |
| YTD | +54.6% | +36.2% | +18.3% | +52.6% |
| 1Y | +106.1% | +121.0% | -14.9% | +96.4% |
| All | +426.2% | +65.9% | +360.3% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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