+911.5%
TT vs BTG
+158.3%
+753.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -1.0% | -5.5% | +4.5% | -0.5% |
| 30D | -8.9% | +6.1% | -15.0% | -9.4% |
| 3M | -1.8% | +38.6% | -40.5% | -4.7% |
| 6M | +1.9% | +0.7% | +1.2% | +1.1% |
| YTD | +13.8% | +20.3% | -6.5% | +11.1% |
| 1Y | +6.1% | +25.0% | -18.9% | +3.0% |
| 3Y | +119.6% | +97.3% | +22.3% | +103.5% |
| 5Y | +145.9% | +78.3% | +67.5% | +127.4% |
| All | +911.5% | +158.3% | +753.2% | +834.0% |
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