-22.6%
TLN vs BTG
+27.7%
-50.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.8% |
| 7D | +2.0% | -5.5% | +7.4% | +3.3% |
| 30D | -12.9% | +6.1% | -19.1% | -14.4% |
| 3M | -7.4% | +38.6% | -46.1% | -15.3% |
| 6M | -6.0% | +0.7% | -6.7% | -9.1% |
| YTD | -16.9% | +20.3% | -37.2% | -23.3% |
| 1Y | -22.6% | +25.0% | -47.7% | -26.8% |
| All | -22.6% | +27.7% | -50.3% | -26.8% |
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