+1,056.3%
TMO vs BTG
+373.5%
+682.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.6% | -3.8% | +3.1% | -0.5% |
| 30D | +1.1% | +3.6% | -2.5% | +0.9% |
| 3M | +28.3% | +32.0% | -3.7% | +26.4% |
| 6M | +23.3% | +3.4% | +19.9% | +22.6% |
| YTD | +5.5% | +20.8% | -15.3% | +3.9% |
| 1Y | +24.5% | +22.4% | +2.1% | +22.3% |
| 3Y | +19.6% | +91.7% | -72.1% | +14.1% |
| 5Y | +8.1% | +79.0% | -70.9% | +3.0% |
| 10Y | +336.7% | +152.6% | +184.2% | +305.5% |
| All | +1,056.3% | +373.5% | +682.8% | +849.0% |
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