-1.8%
RMBS vs BTSG
+113.2%
-115.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | +1.8% | -3.3% | +5.1% | +3.3% |
| 30D | -13.9% | -1.6% | -12.3% | -13.5% |
| 3M | -39.8% | -6.9% | -32.9% | -39.7% |
| 6M | -6.0% | +42.1% | -48.1% | -28.1% |
| YTD | -5.4% | +56.8% | -62.2% | -31.7% |
| 1Y | -1.8% | +109.8% | -111.6% | -42.0% |
| All | -1.8% | +113.2% | -115.0% | -42.0% |
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