+32.7%
RSG vs BTSG
+382.3%
-349.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | -0.5% |
| 7D | -1.8% | -5.8% | +4.0% | -1.7% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +4.3% | -4.5% | +8.8% | +4.1% |
| 6M | -0.5% | +40.0% | -40.5% | -2.7% |
| YTD | +5.2% | +54.6% | -49.3% | +2.3% |
| 1Y | -2.1% | +106.1% | -108.3% | -6.6% |
| All | +32.7% | +382.3% | -349.7% | +20.6% |
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 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