+468.7%
BTSG vs TMF
-38.1%
+506.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +5.7% | +1.0% | +4.8% | +5.7% |
| 30D | +0.2% | -1.8% | +2.1% | +0.3% |
| 3M | +5.6% | -8.2% | +13.9% | +6.2% |
| 6M | +50.8% | -19.5% | +70.3% | +52.2% |
| YTD | +67.0% | -16.0% | +83.0% | +68.5% |
| 1Y | +145.5% | -22.5% | +168.0% | +148.1% |
| All | +468.7% | -38.1% | +506.8% | +466.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling