+407.0%
TSM vs BTG
+99.9%
+307.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +4.8% | +2.4% | +2.4% | +4.3% |
| 30D | +4.0% | +9.5% | -5.5% | +2.3% |
| 3M | +2.0% | +38.5% | -36.5% | -4.2% |
| 6M | +25.5% | +5.6% | +19.8% | +22.5% |
| YTD | +44.0% | +23.9% | +20.1% | +36.7% |
| 1Y | +75.4% | +32.1% | +43.3% | +64.6% |
| All | +407.0% | +99.9% | +307.1% | +342.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling