+197.8%
TW vs BTG
+159.1%
+38.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -0.5% | +2.4% | -2.9% | -0.7% |
| 30D | -0.6% | +9.5% | -10.1% | -1.4% |
| 3M | +3.4% | +38.5% | -35.1% | +0.1% |
| 6M | -18.4% | +5.6% | -24.1% | -19.4% |
| YTD | -3.9% | +23.9% | -27.8% | -7.3% |
| 1Y | -13.3% | +32.1% | -45.5% | -17.6% |
| 3Y | +20.8% | +103.2% | -82.4% | +6.9% |
| 5Y | +20.3% | +79.7% | -59.4% | +5.8% |
| All | +197.8% | +159.1% | +38.6% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling