+411.1%
TSN vs BTG
+385.9%
+25.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -7.3% | +2.4% | -9.7% | -7.4% |
| 30D | -8.6% | +9.5% | -18.1% | -9.1% |
| 3M | -7.5% | +38.5% | -46.0% | -9.1% |
| 6M | -14.1% | +5.6% | -19.8% | -14.7% |
| YTD | -9.4% | +23.9% | -33.4% | -10.8% |
| 1Y | -4.1% | +32.1% | -36.2% | -6.0% |
| 3Y | +10.3% | +103.2% | -92.9% | +5.4% |
| 5Y | -19.7% | +79.7% | -99.4% | -23.4% |
| 10Y | -7.0% | +159.1% | -166.1% | -13.8% |
| All | +411.1% | +385.9% | +25.2% | +291.4% |
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