+262.6%
THC vs BTG
+75.0%
+187.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.6% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | +3.5% | +9.5% | -6.0% | +2.0% |
| 3M | +61.7% | +38.5% | +23.2% | +53.3% |
| 6M | +11.8% | +5.6% | +6.2% | +9.5% |
| YTD | +35.4% | +23.9% | +11.5% | +27.7% |
| 1Y | +37.0% | +32.1% | +4.9% | +26.5% |
| 3Y | +260.1% | +103.2% | +156.9% | +196.2% |
| 5Y | +262.6% | +79.7% | +182.9% | +224.2% |
| All | +262.6% | +75.0% | +187.5% | +224.2% |
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