+452.1%
BTSG vs REPL
+88.5%
+363.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +2.7% |
| 30D | -3.6% | +27.1% | -30.8% | -3.6% |
| 3M | +5.8% | +52.4% | -46.6% | +7.5% |
| 6M | +44.7% | +107.4% | -62.7% | +41.6% |
| YTD | +62.2% | +54.7% | +7.4% | +60.1% |
| 1Y | +152.1% | +158.9% | -6.8% | +139.8% |
| All | +452.1% | +88.5% | +363.6% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling