+18.8%
TW vs BTG
+94.8%
-76.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -4.5% | -3.8% | -0.7% | -4.4% |
| 30D | -2.3% | +3.6% | -5.9% | -2.3% |
| 3M | +2.6% | +32.0% | -29.4% | +2.1% |
| 6M | -17.5% | +3.4% | -20.9% | -17.3% |
| YTD | -5.3% | +20.8% | -26.1% | -6.4% |
| 1Y | -14.8% | +22.4% | -37.2% | -16.3% |
| 3Y | +18.8% | +91.7% | -72.9% | +10.6% |
| All | +18.8% | +94.8% | -76.0% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling