+736.3%
TT vs BTG
+164.8%
+571.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +4.0% | -9.1% | +13.1% | +4.9% |
| 30D | -11.3% | -1.6% | -9.7% | -11.3% |
| 3M | -12.3% | -2.8% | -9.5% | -12.2% |
| 6M | -10.8% | -7.6% | -3.2% | -10.8% |
| YTD | +8.2% | +10.2% | -2.1% | +6.1% |
| 1Y | +1.5% | +21.3% | -19.8% | -1.2% |
| 3Y | +91.5% | +82.7% | +8.8% | +77.9% |
| 5Y | +130.2% | +30.8% | +99.4% | +116.3% |
| All | +736.3% | +164.8% | +571.5% | +676.4% |
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 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