+76.5%
TNA vs BTG
+159.3%
-82.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.3% | -3.8% | -3.5% | -6.3% |
| 30D | -14.2% | +3.6% | -17.8% | -15.2% |
| 3M | -4.6% | +32.0% | -36.6% | -12.9% |
| 6M | +36.9% | +3.4% | +33.6% | +33.5% |
| YTD | +42.5% | +20.8% | +21.8% | +32.1% |
| 1Y | +45.8% | +22.4% | +23.4% | +33.8% |
| 3Y | +104.7% | +91.7% | +12.9% | +62.6% |
| 5Y | -21.7% | +79.0% | -100.7% | -36.7% |
| All | +76.5% | +159.3% | -82.7% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling