+6,415.0%
TSM vs BTG
+332.2%
+6,082.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +6.2% | -9.1% | +15.3% | +6.8% |
| 30D | -7.3% | -1.6% | -5.7% | -7.3% |
| 3M | -7.1% | -2.8% | -4.3% | -7.1% |
| 6M | +0.2% | -7.6% | +7.8% | +0.3% |
| YTD | +32.2% | +10.2% | +22.0% | +30.5% |
| 1Y | +42.8% | +21.3% | +21.5% | +40.1% |
| 3Y | +330.4% | +82.7% | +247.7% | +310.2% |
| 5Y | +263.9% | +30.8% | +233.1% | +250.1% |
| 10Y | +1,580.2% | +163.7% | +1,416.5% | +1,458.5% |
| All | +6,415.0% | +332.2% | +6,082.9% | +6,744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling