+1,207.3%
THC vs BTG
+332.2%
+875.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.0% | -9.1% | +10.0% | +1.6% |
| 30D | +5.3% | -1.6% | +6.9% | +5.3% |
| 3M | +7.1% | -2.8% | +9.9% | +7.1% |
| 6M | +46.0% | -7.6% | +53.6% | +46.1% |
| YTD | +43.9% | +10.2% | +33.7% | +41.4% |
| 1Y | +45.4% | +21.3% | +24.2% | +41.9% |
| 3Y | +421.3% | +82.7% | +338.6% | +389.3% |
| 5Y | +261.5% | +30.8% | +230.7% | +243.9% |
| 10Y | +1,865.8% | +163.7% | +1,702.1% | +1,659.0% |
| All | +1,207.3% | +332.2% | +875.1% | +1,020.3% |
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 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