+463.5%
BTSG vs RRC
+44.5%
+419.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +2.9% | -1.7% | +4.6% | +3.2% |
| 30D | +0.9% | +3.6% | -2.7% | +0.3% |
| 3M | +1.6% | +8.8% | -7.2% | -0.2% |
| 6M | +46.8% | +0.8% | +46.0% | +45.8% |
| YTD | +65.5% | +19.0% | +46.6% | +57.2% |
| 1Y | +136.2% | +22.9% | +113.3% | +121.4% |
| All | +463.5% | +44.5% | +419.1% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling