+69.8%
RF vs BTSG
+476.3%
-406.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.8% |
| 7D | -0.1% | +4.4% | -4.5% | -0.8% |
| 30D | +7.0% | +8.5% | -1.5% | +5.6% |
| 3M | -7.0% | +10.8% | -17.8% | -8.8% |
| 6M | +6.8% | +26.1% | -19.3% | +1.4% |
| YTD | +9.9% | +84.6% | -74.7% | -3.7% |
| 1Y | +21.1% | +108.7% | -87.5% | +3.4% |
| All | +69.8% | +476.3% | -406.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling