+306.7%
TPR vs BTG
+147.2%
+159.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.4% |
| 7D | -7.3% | +2.4% | -9.7% | -7.5% |
| 30D | -30.7% | +9.5% | -40.2% | -31.2% |
| 3M | -21.6% | +38.5% | -60.1% | -23.7% |
| 6M | -21.3% | +5.6% | -27.0% | -22.2% |
| YTD | -10.2% | +23.9% | -34.1% | -12.5% |
| 1Y | +9.5% | +32.1% | -22.6% | +6.0% |
| 3Y | +280.8% | +103.2% | +177.6% | +254.3% |
| 5Y | +218.7% | +79.7% | +139.0% | +196.4% |
| 10Y | +306.7% | +159.1% | +147.5% | +279.8% |
| All | +306.7% | +147.2% | +159.4% | +279.8% |
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 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