+1,199.2%
TNA vs BTG
+2,091.5%
-892.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -7.6% | -5.5% | -2.1% | -6.5% |
| 30D | -13.6% | +6.1% | -19.7% | -14.8% |
| 3M | +2.8% | +38.6% | -35.8% | -4.7% |
| 6M | +34.5% | +0.7% | +33.8% | +32.9% |
| YTD | +41.0% | +20.3% | +20.7% | +33.7% |
| 1Y | +52.0% | +25.0% | +27.0% | +42.6% |
| 3Y | +103.5% | +97.3% | +6.2% | +72.1% |
| 5Y | -22.5% | +78.3% | -100.9% | -33.2% |
| 10Y | +81.9% | +151.6% | -69.7% | +40.1% |
| All | +1,199.2% | +2,091.5% | -892.4% | +567.8% |
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