+117.9%
BTSG vs TMF
-23.9%
+141.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | -0.7% |
| 7D | +17.4% | +4.0% | +13.4% | +16.2% |
| 30D | +12.6% | +19.5% | -6.9% | +6.7% |
| 3M | +11.2% | -3.5% | +14.7% | +13.1% |
| 6M | +30.4% | -10.6% | +41.0% | +35.3% |
| YTD | +86.4% | -17.1% | +103.4% | +96.6% |
| 1Y | +117.9% | -24.3% | +142.2% | +135.6% |
| All | +117.9% | -23.9% | +141.8% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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