+463.5%
BTSG vs RGEN
-14.9%
+478.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +2.9% | -4.6% | +7.5% | +3.8% |
| 30D | +0.9% | +1.2% | -0.3% | +0.5% |
| 3M | +1.6% | +26.8% | -25.2% | -3.8% |
| 6M | +46.8% | +29.1% | +17.7% | +37.4% |
| YTD | +65.5% | +0.7% | +64.8% | +63.6% |
| 1Y | +136.2% | +39.1% | +97.2% | +117.9% |
| All | +463.5% | -14.9% | +478.5% | +467.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling