+11.6%
TDY vs BTG
+38.4%
-26.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -10.7% | +36.8% | -47.5% | -14.2% |
| 3M | -1.3% | +23.1% | -24.4% | -4.1% |
| 6M | -10.6% | +3.5% | -14.0% | -11.9% |
| YTD | +19.6% | +25.5% | -5.9% | +15.3% |
| 1Y | +11.6% | +40.1% | -28.5% | +4.4% |
| All | +11.6% | +38.4% | -26.7% | +4.4% |
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 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