-53.1%
TE vs BTG
+77.1%
-130.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.2% | -3.8% | +4.0% | +1.1% |
| 30D | -5.9% | +3.6% | -9.6% | -6.8% |
| 3M | -45.6% | +32.0% | -77.6% | -49.6% |
| 6M | -43.4% | +3.4% | -46.7% | -44.6% |
| YTD | -31.0% | +20.8% | -51.8% | -34.8% |
| 1Y | +145.2% | +22.4% | +122.8% | +130.7% |
| 3Y | -24.1% | +91.7% | -115.8% | -35.6% |
| 5Y | -48.1% | +79.0% | -127.1% | -55.3% |
| All | -53.1% | +77.1% | -130.1% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling