+215.6%
TRU vs BTG
+322.0%
-106.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -9.4% | -5.5% | -3.9% | -9.0% |
| 30D | -4.1% | +6.1% | -10.2% | -4.6% |
| 3M | +13.6% | +38.6% | -25.1% | +10.3% |
| 6M | +3.6% | +0.7% | +2.9% | +2.8% |
| YTD | -9.8% | +20.3% | -30.2% | -12.1% |
| 1Y | -13.6% | +25.0% | -38.7% | -16.4% |
| 3Y | -2.0% | +97.3% | -99.3% | -9.6% |
| 5Y | -35.8% | +78.3% | -114.1% | -40.8% |
| 10Y | +142.9% | +151.6% | -8.7% | +121.9% |
| All | +215.6% | +322.0% | -106.4% | +178.3% |
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