-33.8%
TRU vs BTG
+78.0%
-111.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.7% | -3.8% | +1.0% | -2.2% |
| 30D | -2.0% | +3.6% | -5.7% | -2.6% |
| 3M | +18.4% | +32.0% | -13.6% | +13.3% |
| 6M | +8.9% | +3.4% | +5.5% | +7.2% |
| YTD | -8.9% | +20.8% | -29.7% | -13.3% |
| 1Y | -15.9% | +22.4% | -38.3% | -20.8% |
| 3Y | -1.1% | +91.7% | -92.8% | -17.2% |
| All | -33.8% | +78.0% | -111.9% | -45.1% |
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