+995.4%
TER vs BTG
+164.8%
+830.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | +14.4% | -9.1% | +23.4% | +16.2% |
| 30D | -30.6% | -1.6% | -29.0% | -30.6% |
| 3M | -39.2% | -2.8% | -36.4% | -39.1% |
| 6M | -31.3% | -7.6% | -23.7% | -31.0% |
| YTD | +29.1% | +10.2% | +18.8% | +25.6% |
| 1Y | +47.4% | +21.3% | +26.2% | +41.5% |
| 3Y | +191.2% | +82.7% | +108.5% | +156.9% |
| 5Y | +74.0% | +30.8% | +43.2% | +57.6% |
| All | +995.4% | +164.8% | +830.6% | +873.3% |
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 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