+148.6%
TE vs BTG
+38.4%
+110.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | -4.0% | -0.9% | -3.1% | -3.5% |
| 30D | -15.9% | +36.8% | -52.7% | -28.6% |
| 3M | -60.5% | +23.1% | -83.7% | -64.5% |
| 6M | -35.2% | +3.5% | -38.7% | -36.7% |
| YTD | -31.1% | +25.5% | -56.6% | -40.3% |
| 1Y | +148.6% | +40.1% | +108.6% | +131.8% |
| All | +148.6% | +38.4% | +110.3% | +131.8% |
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