-6.8%
TSN vs BTG
+159.3%
-166.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +3.0% | -3.8% | +6.8% | +3.3% |
| 30D | -4.2% | +3.6% | -7.8% | -4.5% |
| 3M | -3.9% | +32.0% | -35.9% | -6.2% |
| 6M | -9.8% | +3.4% | -13.2% | -10.7% |
| YTD | -7.3% | +20.8% | -28.1% | -9.5% |
| 1Y | -2.2% | +22.4% | -24.6% | -5.0% |
| 3Y | +11.9% | +91.7% | -79.8% | +3.6% |
| 5Y | -16.9% | +79.0% | -95.9% | -23.5% |
| All | -6.8% | +159.3% | -166.1% | -17.2% |
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 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