+191.1%
TRI vs BTG
+159.3%
+31.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -7.9% | -3.8% | -4.1% | -7.7% |
| 30D | -4.5% | +3.6% | -8.1% | -4.7% |
| 3M | +22.1% | +32.0% | -9.9% | +20.2% |
| 6M | -2.8% | +3.4% | -6.1% | -3.3% |
| YTD | -23.4% | +20.8% | -44.2% | -24.7% |
| 1Y | -41.5% | +22.4% | -63.9% | -42.7% |
| 3Y | -19.2% | +91.7% | -110.9% | -23.6% |
| 5Y | -9.4% | +79.0% | -88.4% | -14.6% |
| All | +191.1% | +159.3% | +31.8% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling