+292.2%
TER vs BTG
+99.9%
+192.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.8% |
| 7D | +12.4% | +2.4% | +10.0% | +11.7% |
| 30D | +5.1% | +9.5% | -4.4% | +2.9% |
| 3M | +4.0% | +38.5% | -34.5% | -4.4% |
| 6M | +29.5% | +5.6% | +23.9% | +25.8% |
| YTD | +98.5% | +23.9% | +74.5% | +87.8% |
| 1Y | +234.1% | +32.1% | +202.0% | +210.2% |
| All | +292.2% | +99.9% | +192.3% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling