-5.8%
TDG vs BTG
+24.4%
-30.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | +0.4% |
| 7D | +7.1% | -0.2% | +7.3% | +7.0% |
| 30D | +11.4% | -0.8% | +12.1% | +11.2% |
| 3M | -4.6% | +31.8% | -36.4% | -5.8% |
| 6M | +5.8% | +20.4% | -14.6% | +4.7% |
| YTD | -8.5% | +14.7% | -23.2% | -9.4% |
| 1Y | -5.8% | +29.4% | -35.2% | -7.1% |
| All | -5.8% | +24.4% | -30.2% | -7.1% |
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 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