-19.7%
RMD vs BTSG
+113.2%
-132.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -4.3% |
| 30D | -3.1% | -1.6% | -1.6% | -3.1% |
| 3M | +13.8% | -6.9% | +20.7% | +12.9% |
| 6M | -8.6% | +42.1% | -50.7% | -15.1% |
| YTD | -8.6% | +56.8% | -65.5% | -16.4% |
| 1Y | -19.7% | +109.8% | -129.5% | -28.8% |
| All | -19.7% | +113.2% | -132.9% | -28.8% |
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