+708.6%
TLN vs BTG
+46.9%
+661.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +11.0% | -9.1% | +20.1% | +13.1% |
| 30D | +4.9% | -1.6% | +6.5% | +4.9% |
| 3M | +4.9% | -2.8% | +7.7% | +5.0% |
| 6M | +7.1% | -7.6% | +14.7% | +7.2% |
| YTD | +0.3% | +10.2% | -9.9% | -3.9% |
| 1Y | +5.9% | +21.3% | -15.4% | -0.3% |
| 3Y | +578.5% | +82.7% | +495.8% | +477.8% |
| All | +708.6% | +46.9% | +661.8% | +591.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling