+57.8%
T vs BTG
+30.0%
+27.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.5% | -9.1% | +11.6% | +3.0% |
| 30D | -3.8% | -1.6% | -2.2% | -3.8% |
| 3M | -8.7% | -2.8% | -5.9% | -8.9% |
| 6M | -8.1% | -7.6% | -0.5% | -8.2% |
| YTD | -6.4% | +10.2% | -16.7% | -8.6% |
| 1Y | -9.8% | +21.3% | -31.0% | -12.7% |
| 3Y | +65.5% | +82.7% | -17.2% | +48.6% |
| All | +57.8% | +30.0% | +27.9% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling