+14.5%
TFC vs BTG
+75.0%
-60.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | -2.3% | +9.5% | -11.8% | -3.0% |
| 3M | +2.5% | +38.5% | -36.0% | -0.1% |
| 6M | +9.5% | +5.6% | +3.8% | +8.5% |
| YTD | +5.1% | +23.9% | -18.9% | +2.5% |
| 1Y | +15.5% | +32.1% | -16.7% | +11.3% |
| 3Y | +95.2% | +103.2% | -8.0% | +77.3% |
| 5Y | +14.5% | +79.7% | -65.2% | +4.9% |
| All | +14.5% | +75.0% | -60.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling