+34.6%
TPR vs BTG
+29.6%
+5.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.3% |
| 7D | +12.1% | +13.0% | -0.9% | +10.7% |
| 30D | +16.7% | +1.1% | +15.5% | +16.3% |
| 3M | -17.4% | +5.3% | -22.7% | -18.0% |
| 6M | +2.3% | +1.1% | +1.2% | +1.3% |
| YTD | +7.1% | +19.2% | -12.1% | +3.3% |
| All | +34.6% | +29.6% | +5.1% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling