+549.5%
BTSG vs REPL
+175.4%
+374.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | +8.5% | +9.8% | -1.3% | +8.5% |
| 30D | +14.0% | +81.5% | -67.5% | +14.1% |
| 3M | +19.7% | +44.2% | -24.5% | +19.7% |
| 6M | +28.7% | +437.4% | -408.7% | +26.2% |
| YTD | +90.8% | +126.1% | -35.3% | +88.4% |
| 1Y | +112.4% | +143.1% | -30.7% | +109.1% |
| All | +549.5% | +175.4% | +374.1% | +478.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling