+293.7%
TPR vs BTG
+101.2%
+192.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.9% | -3.4% |
| 7D | -3.4% | +4.8% | -8.2% | -3.8% |
| 30D | -27.3% | +8.3% | -35.7% | -28.0% |
| 3M | -16.2% | +32.3% | -48.5% | -19.0% |
| 6M | -17.9% | +3.0% | -20.8% | -18.8% |
| YTD | -7.1% | +21.9% | -29.0% | -10.4% |
| 1Y | +13.6% | +28.2% | -14.5% | +8.5% |
| 3Y | +293.7% | +99.9% | +193.9% | +249.5% |
| All | +293.7% | +101.2% | +192.5% | +249.5% |
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