+570.0%
TLN vs BTG
+60.3%
+509.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.0% |
| 7D | +2.0% | -5.5% | +7.4% | +3.1% |
| 30D | -12.9% | +6.1% | -19.1% | -14.1% |
| 3M | -7.4% | +38.6% | -46.1% | -13.8% |
| 6M | -6.0% | +0.7% | -6.7% | -7.9% |
| YTD | -16.9% | +20.3% | -37.2% | -21.5% |
| 1Y | -22.6% | +25.0% | -47.7% | -27.6% |
| 3Y | +469.0% | +97.3% | +371.7% | +378.1% |
| All | +570.0% | +60.3% | +509.6% | +465.2% |
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 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