+193.4%
TW vs BTG
+152.6%
+40.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -4.5% | -3.8% | -0.7% | -4.2% |
| 30D | -2.3% | +3.6% | -5.9% | -2.6% |
| 3M | +2.6% | +32.0% | -29.4% | -0.2% |
| 6M | -17.5% | +3.4% | -20.9% | -18.4% |
| YTD | -5.3% | +20.8% | -26.1% | -8.5% |
| 1Y | -14.8% | +22.4% | -37.2% | -18.2% |
| 3Y | +18.8% | +91.7% | -72.9% | +5.8% |
| 5Y | +20.7% | +79.0% | -58.3% | +6.1% |
| All | +193.4% | +152.6% | +40.9% | +164.9% |
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