+330.4%
TSM vs BTG
+82.1%
+248.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +6.2% | -9.1% | +15.3% | +7.8% |
| 30D | -7.3% | -1.6% | -5.7% | -7.3% |
| 3M | -7.1% | -2.8% | -4.3% | -7.2% |
| 6M | +0.2% | -7.6% | +7.8% | +0.4% |
| YTD | +32.2% | +10.2% | +22.0% | +27.4% |
| 1Y | +42.8% | +21.3% | +21.5% | +35.2% |
| 3Y | +330.4% | +82.7% | +247.7% | +273.2% |
| All | +330.4% | +82.1% | +248.3% | +273.2% |
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