-9.1%
T vs BTG
+38.4%
-47.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +11.4% | +36.8% | -25.5% | +12.4% |
| 3M | +14.3% | +23.1% | -8.8% | +14.9% |
| 6M | -9.3% | +3.5% | -12.7% | -9.4% |
| YTD | +7.1% | +25.5% | -18.4% | +7.6% |
| 1Y | -9.1% | +40.1% | -49.2% | -7.7% |
| All | -9.1% | +38.4% | -47.5% | -7.7% |
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