-51.3%
IT vs BTG
+94.1%
-145.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -12.7% | -5.5% | -7.3% | -12.5% |
| 30D | -8.9% | +6.1% | -15.0% | -9.0% |
| 3M | +10.1% | +38.6% | -28.5% | +9.3% |
| 6M | +7.3% | +0.7% | +6.6% | +7.7% |
| YTD | -32.4% | +20.3% | -52.7% | -33.1% |
| 1Y | -26.6% | +25.0% | -51.7% | -28.4% |
| All | -51.3% | +94.1% | -145.4% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling