+52.0%
TDG vs BTG
+94.8%
-42.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.9% | -3.8% | +1.9% | -1.8% |
| 30D | -7.7% | +3.6% | -11.3% | -7.8% |
| 3M | -9.3% | +32.0% | -41.3% | -10.2% |
| 6M | -9.4% | +3.4% | -12.7% | -9.8% |
| YTD | -14.3% | +20.8% | -35.0% | -15.1% |
| 1Y | -11.8% | +22.4% | -34.2% | -13.0% |
| 3Y | +52.0% | +91.7% | -39.7% | +46.0% |
| All | +52.0% | +94.8% | -42.9% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling