+10.8%
TSN vs BTG
+94.1%
-83.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.5% |
| 7D | +1.4% | -5.5% | +6.8% | +1.6% |
| 30D | -6.2% | +6.1% | -12.3% | -6.5% |
| 3M | -5.7% | +38.6% | -44.3% | -7.4% |
| 6M | -11.4% | +0.7% | -12.0% | -11.7% |
| YTD | -8.2% | +20.3% | -28.5% | -9.6% |
| 1Y | -2.0% | +25.0% | -27.1% | -4.2% |
| All | +10.8% | +94.1% | -83.3% | +5.2% |
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