+46.6%
RSP vs BTSG
+504.1%
-457.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.9% | -0.6% |
| 7D | +0.7% | +3.8% | -3.1% | +0.3% |
| 30D | +3.7% | +13.7% | -10.0% | +2.0% |
| 3M | +0.7% | +18.0% | -17.3% | -1.6% |
| 6M | +9.0% | +32.2% | -23.2% | +4.3% |
| YTD | +16.7% | +93.6% | -76.9% | +5.4% |
| 1Y | +19.0% | +115.9% | -97.0% | +5.7% |
| All | +46.6% | +504.1% | -457.4% | +11.8% |
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 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