+539.1%
TPR vs BTG
+392.0%
+147.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.3% |
| 30D | -23.0% | +36.8% | -59.8% | -24.4% |
| 3M | -12.5% | +23.1% | -35.6% | -13.7% |
| 6M | -21.4% | +3.5% | -24.9% | -22.0% |
| YTD | -3.5% | +25.5% | -29.0% | -5.4% |
| 1Y | +17.4% | +40.1% | -22.7% | +14.3% |
| 3Y | +291.3% | +101.1% | +190.1% | +271.3% |
| 5Y | +241.9% | +70.6% | +171.3% | +225.0% |
| 10Y | +322.7% | +152.1% | +170.5% | +287.1% |
| All | +539.1% | +392.0% | +147.1% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling