+587.5%
TLN vs BTG
+65.1%
+522.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.2% |
| 7D | +5.8% | +2.4% | +3.4% | +5.3% |
| 30D | -6.9% | +9.5% | -16.3% | -8.6% |
| 3M | -10.9% | +38.5% | -49.4% | -17.0% |
| 6M | -4.6% | +5.6% | -10.3% | -7.3% |
| YTD | -14.7% | +23.9% | -38.6% | -19.9% |
| 1Y | -17.9% | +32.1% | -50.0% | -24.0% |
| 3Y | +483.9% | +103.2% | +380.7% | +387.6% |
| All | +587.5% | +65.1% | +522.3% | +476.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling