+1,028.8%
TDY vs BTG
+373.5%
+655.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.1% | -3.8% | +2.6% | -0.9% |
| 30D | -12.0% | +3.6% | -15.7% | -12.3% |
| 3M | -3.2% | +32.0% | -35.2% | -5.2% |
| 6M | -7.9% | +3.4% | -11.2% | -8.6% |
| YTD | +18.2% | +20.8% | -2.6% | +16.0% |
| 1Y | +6.7% | +22.4% | -15.8% | +4.3% |
| 3Y | +47.5% | +91.7% | -44.2% | +39.2% |
| 5Y | +39.5% | +79.0% | -39.5% | +31.3% |
| 10Y | +477.2% | +152.6% | +324.6% | +425.5% |
| All | +1,028.8% | +373.5% | +655.2% | +873.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling