+68.3%
T vs BTG
+75.0%
-6.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.8% |
| 7D | -2.4% | -5.5% | +3.0% | -2.1% |
| 30D | +4.3% | +6.1% | -1.8% | +3.8% |
| 3M | +11.6% | +38.6% | -27.1% | +9.0% |
| 6M | -5.6% | +0.7% | -6.3% | -6.0% |
| YTD | +6.6% | +20.3% | -13.8% | +3.9% |
| 1Y | -8.4% | +25.0% | -33.4% | -11.5% |
| 3Y | +107.8% | +97.3% | +10.5% | +86.9% |
| 5Y | +68.3% | +78.3% | -10.0% | +52.3% |
| All | +68.3% | +75.0% | -6.7% | +52.3% |
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