+36.0%
TSM vs BTG
+24.4%
+11.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -11.0% | -3.9% |
| 7D | -10.0% | -0.2% | -9.8% | -10.0% |
| 30D | -18.5% | -0.8% | -17.8% | -18.5% |
| 3M | -4.9% | +31.8% | -36.7% | -10.8% |
| 6M | -1.0% | +20.4% | -21.4% | -6.0% |
| YTD | +31.3% | +14.7% | +16.5% | +25.7% |
| 1Y | +36.0% | +29.4% | +6.7% | +25.0% |
| All | +36.0% | +24.4% | +11.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling