+225.2%
TPR vs BTG
+75.0%
+150.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.2% |
| 7D | -5.1% | -5.5% | +0.3% | -4.5% |
| 30D | -27.6% | +6.1% | -33.7% | -28.2% |
| 3M | -17.5% | +38.6% | -56.1% | -21.1% |
| 6M | -21.3% | +0.7% | -22.0% | -22.2% |
| YTD | -8.5% | +20.3% | -28.8% | -12.2% |
| 1Y | +11.5% | +25.0% | -13.6% | +5.8% |
| 3Y | +288.0% | +97.3% | +190.7% | +237.8% |
| 5Y | +225.2% | +78.3% | +146.8% | +192.5% |
| All | +225.2% | +75.0% | +150.2% | +192.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling