+452.1%
BTSG vs TMF
-38.0%
+490.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.8% |
| 30D | -3.6% | -2.8% | -0.8% | -3.4% |
| 3M | +5.8% | -10.9% | +16.7% | +6.5% |
| 6M | +44.7% | -21.3% | +66.1% | +46.1% |
| YTD | +62.2% | -15.9% | +78.0% | +63.5% |
| 1Y | +152.1% | -15.7% | +167.8% | +154.5% |
| All | +452.1% | -38.0% | +490.1% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling