+21.3%
TFC vs BTSG
+111.7%
-90.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +5.1% | +17.4% | -12.3% | +4.1% |
| 30D | +9.8% | +12.6% | -2.8% | +9.0% |
| 3M | -2.4% | +11.2% | -13.6% | -3.2% |
| 6M | +4.9% | +30.4% | -25.4% | +1.6% |
| YTD | +6.6% | +86.4% | -79.8% | -2.6% |
| 1Y | +21.3% | +117.9% | -96.6% | +6.6% |
| All | +21.3% | +111.7% | -90.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling