-35.1%
TLT vs BTG
+74.4%
-109.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.0% |
| 7D | -1.6% | -5.8% | +4.2% | -1.3% |
| 30D | -1.3% | +5.7% | -7.1% | -1.6% |
| 3M | -3.7% | +38.1% | -41.9% | -5.1% |
| 6M | -6.4% | +0.3% | -6.7% | -6.7% |
| YTD | -4.5% | +19.9% | -24.4% | -5.7% |
| 1Y | -5.9% | +24.6% | -30.5% | -7.5% |
| 3Y | -2.8% | +96.6% | -99.4% | -7.8% |
| 5Y | -35.1% | +77.7% | -112.8% | -38.9% |
| All | -35.1% | +74.4% | -109.4% | -38.9% |
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