+392.6%
TRI vs BTG
+371.8%
+20.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | -14.4% | -5.5% | -8.9% | -14.1% |
| 30D | -8.1% | +6.1% | -14.2% | -8.4% |
| 3M | +17.5% | +38.6% | -21.1% | +15.2% |
| 6M | -5.0% | +0.7% | -5.6% | -5.5% |
| YTD | -24.7% | +20.3% | -45.0% | -26.0% |
| 1Y | -41.5% | +25.0% | -66.5% | -42.8% |
| 3Y | -20.3% | +97.3% | -117.6% | -24.7% |
| 5Y | -10.9% | +78.3% | -89.3% | -16.0% |
| 10Y | +190.6% | +151.6% | +39.0% | +161.5% |
| All | +392.6% | +371.8% | +20.8% | +212.9% |
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 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