+228.2%
TER vs BTG
+75.0%
+153.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.8% |
| 7D | +12.4% | +2.4% | +10.0% | +11.6% |
| 30D | +5.1% | +9.5% | -4.4% | +2.8% |
| 3M | +4.0% | +38.5% | -34.5% | -4.6% |
| 6M | +29.5% | +5.6% | +23.9% | +26.0% |
| YTD | +98.5% | +23.9% | +74.5% | +86.6% |
| 1Y | +234.1% | +32.1% | +202.0% | +207.5% |
| 3Y | +289.0% | +103.2% | +185.8% | +217.6% |
| 5Y | +228.2% | +79.7% | +148.4% | +165.1% |
| All | +228.2% | +75.0% | +153.1% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling