-49.3%
TE vs BTG
+78.0%
-127.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.2% | -3.8% | +4.0% | +1.7% |
| 30D | -5.9% | +3.6% | -9.6% | -7.3% |
| 3M | -45.6% | +32.0% | -77.6% | -51.9% |
| 6M | -43.4% | +3.4% | -46.7% | -45.4% |
| YTD | -31.0% | +20.8% | -51.8% | -37.7% |
| 1Y | +145.2% | +22.4% | +122.8% | +118.9% |
| 3Y | -24.1% | +91.7% | -115.8% | -45.4% |
| All | -49.3% | +78.0% | -127.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling