+18.8%
RMD vs BTSG
+416.6%
-397.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.7% | +2.9% | -7.6% | -5.0% |
| 30D | +0.2% | +0.9% | -0.6% | +0.1% |
| 3M | +12.0% | +1.6% | +10.4% | +11.0% |
| 6M | -12.5% | +46.8% | -59.3% | -17.4% |
| YTD | -7.9% | +65.5% | -73.5% | -14.3% |
| 1Y | -20.4% | +136.2% | -156.6% | -29.1% |
| All | +18.8% | +416.6% | -397.8% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling