+305.3%
TFC vs BTG
+378.0%
-72.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -2.1% |
| 7D | +2.2% | +4.8% | -2.6% | +2.2% |
| 30D | -2.5% | +8.3% | -10.8% | -2.6% |
| 3M | +4.5% | +32.3% | -27.8% | +4.1% |
| 6M | +11.0% | +3.0% | +8.0% | +10.8% |
| YTD | +5.9% | +21.9% | -16.0% | +5.4% |
| 1Y | +14.6% | +28.2% | -13.6% | +13.9% |
| 3Y | +96.7% | +99.9% | -3.2% | +93.9% |
| 5Y | +15.6% | +73.6% | -58.0% | +13.9% |
| 10Y | +98.6% | +136.5% | -37.9% | +95.3% |
| All | +305.3% | +378.0% | -72.7% | +396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling