-7.5%
T vs BTG
+25.2%
-32.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.5% | -3.8% | +5.2% | +1.4% |
| 30D | +7.5% | +3.6% | +3.8% | +7.6% |
| 3M | +14.8% | +32.0% | -17.2% | +15.8% |
| 6M | -1.7% | +3.4% | -5.1% | -1.8% |
| YTD | +8.7% | +20.8% | -12.1% | +9.0% |
| 1Y | -7.5% | +22.4% | -29.9% | -6.2% |
| All | -7.5% | +25.2% | -32.7% | -6.2% |
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