+452.1%
BTSG vs RGEN
-13.6%
+465.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | +2.7% | -4.9% | +7.6% | +3.6% |
| 30D | -3.6% | +5.7% | -9.3% | -4.9% |
| 3M | +5.8% | +32.4% | -26.6% | -0.8% |
| 6M | +44.7% | +33.2% | +11.5% | +34.5% |
| YTD | +62.2% | +2.3% | +59.9% | +59.8% |
| 1Y | +152.1% | +39.0% | +113.1% | +132.3% |
| All | +452.1% | -13.6% | +465.7% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling