+17.1%
TER vs BTG
+0.9%
+16.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -8.3% | +36.8% | -45.1% | -18.0% |
| 3M | -12.2% | +23.1% | -35.3% | -17.3% |
| 6M | +17.1% | +3.5% | +13.6% | +17.3% |
| All | +17.1% | +0.9% | +16.2% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling