-50.0%
TE vs BTG
+81.7%
-131.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.6% | -3.4% |
| 7D | +15.0% | +2.4% | +12.6% | +14.2% |
| 30D | -7.5% | +9.5% | -17.0% | -9.8% |
| 3M | -42.0% | +38.5% | -80.5% | -46.8% |
| 6M | -31.4% | +5.6% | -37.1% | -33.3% |
| YTD | -26.5% | +23.9% | -50.4% | -31.0% |
| 1Y | +153.1% | +32.1% | +121.0% | +134.2% |
| 3Y | -20.7% | +103.2% | -123.9% | -33.5% |
| 5Y | -45.4% | +79.7% | -125.2% | -53.3% |
| All | -50.0% | +81.7% | -131.7% | -56.6% |
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