+19.6%
RSG vs BTSG
+111.7%
-92.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.1% | +17.4% | -12.2% | +5.5% |
| 30D | +15.3% | +12.6% | +2.7% | +15.5% |
| 3M | +18.6% | +11.2% | +7.4% | +18.6% |
| 6M | +19.5% | +30.4% | -10.8% | +20.0% |
| YTD | +17.2% | +86.4% | -69.2% | +16.9% |
| 1Y | +19.6% | +117.9% | -98.4% | +17.6% |
| All | +19.6% | +111.7% | -92.2% | +17.6% |
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