+33.7%
RSG vs BTSG
+389.4%
-355.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | +4.0% | -1.6% | +5.5% | +4.0% |
| 3M | +7.4% | -6.9% | +14.3% | +7.3% |
| 6M | +0.1% | +42.1% | -42.0% | -2.1% |
| YTD | +6.0% | +56.8% | -50.8% | +3.0% |
| 1Y | -3.0% | +109.8% | -112.8% | -7.4% |
| All | +33.7% | +389.4% | -355.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling