+426.2%
BTSG vs RGEN
-15.1%
+441.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.6% |
| 7D | -5.8% | -2.9% | -2.9% | -5.2% |
| 30D | 0.0% | -0.1% | 0.0% | -0.2% |
| 3M | -4.5% | +25.9% | -30.4% | -9.5% |
| 6M | +40.0% | +35.2% | +4.8% | +29.7% |
| YTD | +54.6% | +0.5% | +54.1% | +52.8% |
| 1Y | +106.1% | +37.0% | +69.2% | +90.6% |
| All | +426.2% | -15.1% | +441.3% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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