+408.0%
TPR vs BTG
+96.9%
+311.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.4% |
| 7D | +12.1% | +13.0% | -0.9% | +10.6% |
| 30D | +16.7% | +1.1% | +15.5% | +16.3% |
| 3M | -17.4% | +5.3% | -22.7% | -18.1% |
| 6M | +2.3% | +1.1% | +1.2% | +1.4% |
| YTD | +7.1% | +19.2% | -12.1% | +3.4% |
| 1Y | +29.5% | +31.5% | -2.0% | +23.5% |
| All | +408.0% | +96.9% | +311.1% | +361.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling