+547.4%
BTSG vs RGEN
-13.5%
+560.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +6.0% | -3.3% | +9.3% | +6.7% |
| 30D | +12.4% | -5.8% | +18.2% | +13.4% |
| 3M | +18.2% | +0.2% | +18.1% | +17.1% |
| 6M | +26.0% | +56.8% | -30.7% | +12.9% |
| YTD | +90.1% | +2.4% | +87.7% | +86.0% |
| 1Y | +124.3% | +11.4% | +112.8% | +115.4% |
| All | +547.4% | -13.5% | +560.9% | +545.3% |
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