-16.7%
TLN vs BTG
+38.4%
-55.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.1% |
| 7D | +7.1% | -0.9% | +7.9% | +7.2% |
| 30D | -3.9% | +36.8% | -40.7% | -11.6% |
| 3M | -16.2% | +23.1% | -39.3% | -21.2% |
| 6M | -5.8% | +3.5% | -9.3% | -9.5% |
| YTD | -15.4% | +25.5% | -40.9% | -22.8% |
| 1Y | -16.7% | +40.1% | -56.8% | -23.0% |
| All | -16.7% | +38.4% | -55.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling