-25.1%
TGT vs BTG
+78.0%
-103.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.2% | -3.8% | -1.5% | -5.0% |
| 30D | +1.2% | +3.6% | -2.4% | +0.8% |
| 3M | +18.4% | +32.0% | -13.6% | +15.4% |
| 6M | +33.4% | +3.4% | +30.1% | +32.2% |
| YTD | +63.8% | +20.8% | +43.0% | +58.6% |
| 1Y | +77.2% | +22.4% | +54.8% | +70.2% |
| 3Y | +41.8% | +91.7% | -49.9% | +25.6% |
| All | -25.1% | +78.0% | -103.1% | -33.6% |
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 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