+109.8%
BTSG vs RJF
+5.1%
+104.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -3.3% | -2.7% | -0.6% | -2.6% |
| 30D | -1.6% | -4.3% | +2.7% | -0.6% |
| 3M | -6.9% | +15.7% | -22.6% | -10.6% |
| 6M | +42.1% | +17.8% | +24.3% | +34.3% |
| YTD | +56.8% | +9.2% | +47.7% | +51.3% |
| 1Y | +109.8% | +2.8% | +107.0% | +103.6% |
| All | +109.8% | +5.1% | +104.8% | +103.6% |
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