+117.9%
BTSG vs RJF
+7.8%
+110.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.7% |
| 7D | +17.4% | +7.2% | +10.2% | +16.0% |
| 30D | +12.6% | +4.9% | +7.7% | +11.7% |
| 3M | +11.2% | -5.5% | +16.7% | +12.9% |
| 6M | +30.4% | +8.0% | +22.4% | +28.7% |
| YTD | +86.4% | +6.2% | +80.2% | +81.3% |
| 1Y | +117.9% | +7.8% | +110.1% | +109.2% |
| All | +117.9% | +7.8% | +110.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling