+95.6%
TFC vs BTG
+159.3%
-63.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.4% | -3.8% | +1.3% | -2.4% |
| 30D | -3.4% | +3.6% | -7.0% | -3.4% |
| 3M | +0.4% | +32.0% | -31.6% | -0.1% |
| 6M | +12.7% | +3.4% | +9.3% | +12.4% |
| YTD | +5.6% | +20.8% | -15.2% | +5.0% |
| 1Y | +16.0% | +22.4% | -6.4% | +15.2% |
| 3Y | +94.0% | +91.7% | +2.3% | +90.7% |
| 5Y | +16.2% | +79.0% | -62.8% | +14.2% |
| All | +95.6% | +159.3% | -63.7% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling