+57.5%
TLT vs BTG
+392.0%
-334.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.6% | +36.8% | -37.4% | -1.1% |
| 3M | -2.7% | +23.1% | -25.8% | -3.1% |
| 6M | -5.6% | +3.5% | -9.1% | -5.8% |
| YTD | -2.8% | +25.5% | -28.3% | -3.3% |
| 1Y | -1.4% | +40.1% | -41.5% | -2.2% |
| 3Y | -1.6% | +101.1% | -102.7% | -3.1% |
| 5Y | -33.8% | +70.6% | -104.4% | -34.8% |
| 10Y | -21.1% | +152.1% | -173.3% | -22.9% |
| All | +57.5% | +392.0% | -334.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling