+136.2%
BTSG vs RL
+9.8%
+126.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.1% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +0.9% | -17.5% | +18.4% | +7.1% |
| 3M | +1.6% | -14.0% | +15.6% | +6.3% |
| 6M | +46.8% | -2.0% | +48.8% | +45.9% |
| YTD | +65.5% | -4.6% | +70.1% | +64.4% |
| 1Y | +136.2% | +9.5% | +126.7% | +120.9% |
| All | +136.2% | +9.8% | +126.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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