+277.6%
TSM vs BTG
+75.0%
+202.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | +2.6% | -5.5% | +8.1% | +3.6% |
| 30D | +1.4% | +6.1% | -4.7% | +0.3% |
| 3M | +5.0% | +38.6% | -33.7% | -1.4% |
| 6M | +24.0% | +0.7% | +23.3% | +22.1% |
| YTD | +41.6% | +20.3% | +21.2% | +34.9% |
| 1Y | +66.2% | +25.0% | +41.1% | +56.8% |
| 3Y | +398.2% | +97.3% | +300.9% | +326.9% |
| 5Y | +277.6% | +78.3% | +199.3% | +225.0% |
| All | +277.6% | +75.0% | +202.6% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling