+1,111.4%
THC vs BTG
+392.0%
+719.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +1.3% | +36.8% | -35.6% | -1.1% |
| 3M | +64.2% | +23.1% | +41.1% | +61.4% |
| 6M | +8.3% | +3.5% | +4.8% | +7.4% |
| YTD | +33.4% | +25.5% | +7.9% | +30.1% |
| 1Y | +37.7% | +40.1% | -2.4% | +32.9% |
| 3Y | +236.8% | +101.1% | +135.7% | +214.4% |
| 5Y | +249.3% | +70.6% | +178.7% | +227.3% |
| 10Y | +995.2% | +152.1% | +843.1% | +878.8% |
| All | +1,111.4% | +392.0% | +719.4% | +930.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling