+697.4%
TEL vs BTG
+385.9%
+311.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.3% |
| 7D | +1.2% | +2.4% | -1.2% | +1.1% |
| 30D | -4.1% | +9.5% | -13.6% | -4.8% |
| 3M | -2.6% | +38.5% | -41.1% | -5.1% |
| 6M | 0.0% | +5.6% | -5.6% | -0.9% |
| YTD | -9.1% | +23.9% | -33.0% | -11.0% |
| 1Y | -0.8% | +32.1% | -33.0% | -3.6% |
| 3Y | +67.4% | +103.2% | -35.8% | +56.6% |
| 5Y | +51.8% | +79.7% | -28.0% | +42.1% |
| 10Y | +299.4% | +159.1% | +140.3% | +258.1% |
| All | +697.4% | +385.9% | +311.5% | +542.8% |
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 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