-24.5%
TE vs BTG
+94.1%
-118.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.6% |
| 7D | +0.9% | -5.5% | +6.3% | +3.1% |
| 30D | -16.3% | +6.1% | -22.4% | -18.4% |
| 3M | -40.8% | +38.6% | -79.4% | -48.6% |
| 6M | -42.6% | +0.7% | -43.3% | -44.0% |
| YTD | -31.4% | +20.3% | -51.8% | -37.7% |
| 1Y | +144.9% | +25.0% | +119.9% | +117.6% |
| All | -24.5% | +94.1% | -118.7% | -44.0% |
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