-8.5%
RGTI vs BTSG
+113.2%
-121.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.3% |
| 7D | +0.5% | -3.3% | +3.8% | +1.4% |
| 30D | -17.1% | -1.6% | -15.5% | -16.9% |
| 3M | -26.0% | -6.9% | -19.1% | -25.5% |
| 6M | -9.9% | +42.1% | -52.0% | -24.4% |
| YTD | -31.1% | +56.8% | -87.9% | -43.9% |
| 1Y | -8.5% | +109.8% | -118.3% | -12.2% |
| All | -8.5% | +113.2% | -121.7% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling