+1,779.8%
TSM vs BTG
+159.3%
+1,620.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.0% | -3.8% | +4.8% | +1.4% |
| 30D | +1.0% | +3.6% | -2.7% | +0.4% |
| 3M | +2.9% | +32.0% | -29.1% | -0.8% |
| 6M | +22.8% | +3.4% | +19.5% | +21.2% |
| YTD | +43.3% | +20.8% | +22.5% | +38.8% |
| 1Y | +69.2% | +22.4% | +46.8% | +63.2% |
| 3Y | +404.5% | +91.7% | +312.8% | +359.1% |
| 5Y | +282.2% | +79.0% | +203.2% | +246.7% |
| All | +1,779.8% | +159.3% | +1,620.5% | +1,622.1% |
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 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