+468.7%
BTSG vs REPL
+85.1%
+383.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.0% |
| 7D | +5.7% | -5.7% | +11.5% | +5.7% |
| 30D | +0.2% | +22.5% | -22.3% | +0.3% |
| 3M | +5.6% | +64.7% | -59.0% | +7.0% |
| 6M | +50.8% | +83.0% | -32.2% | +48.2% |
| YTD | +67.0% | +52.0% | +15.1% | +64.9% |
| 1Y | +145.5% | +144.5% | +1.0% | +134.0% |
| All | +468.7% | +85.1% | +383.6% | +406.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling