+1,802.9%
TER vs BTG
+158.3%
+1,644.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.1% |
| 7D | +9.4% | -5.5% | +14.8% | +10.3% |
| 30D | -2.4% | +6.1% | -8.5% | -3.4% |
| 3M | +6.5% | +38.6% | -32.1% | +0.3% |
| 6M | +23.2% | +0.7% | +22.5% | +21.8% |
| YTD | +91.5% | +20.3% | +71.1% | +84.2% |
| 1Y | +214.8% | +25.0% | +189.8% | +199.7% |
| 3Y | +275.3% | +97.3% | +178.0% | +228.8% |
| 5Y | +211.9% | +78.3% | +133.6% | +173.3% |
| All | +1,802.9% | +158.3% | +1,644.6% | +1,577.6% |
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 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