-13.5%
TW vs BTG
+38.4%
-51.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | -2.3% | -0.9% | -1.4% | -2.3% |
| 30D | +3.9% | +36.8% | -32.9% | +6.1% |
| 3M | +5.7% | +23.1% | -17.4% | +7.6% |
| 6M | -14.5% | +3.5% | -18.0% | -13.4% |
| YTD | -0.9% | +25.5% | -26.4% | +0.8% |
| 1Y | -13.5% | +40.1% | -53.6% | -12.6% |
| All | -13.5% | +38.4% | -51.9% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling