-21.3%
IT vs BTG
+38.4%
-59.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.6% |
| 7D | -6.0% | -0.9% | -5.2% | -6.1% |
| 30D | 0.0% | +36.8% | -36.8% | +1.1% |
| 3M | +13.1% | +23.1% | -10.0% | +14.4% |
| 6M | +11.7% | +3.5% | +8.2% | +13.3% |
| YTD | -26.1% | +25.5% | -51.6% | -25.3% |
| 1Y | -21.3% | +40.1% | -61.3% | -25.1% |
| All | -21.3% | +38.4% | -59.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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