+52.0%
TFC vs BTSG
+493.4%
-441.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +2.3% | +6.0% | -3.8% | +1.3% |
| 30D | +10.8% | +12.4% | -1.6% | +8.6% |
| 3M | -3.8% | +18.2% | -22.0% | -6.7% |
| 6M | +9.6% | +26.0% | -16.5% | +3.9% |
| YTD | +5.8% | +90.1% | -84.4% | -8.3% |
| 1Y | +16.2% | +124.3% | -108.1% | -2.8% |
| All | +52.0% | +493.4% | -441.4% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling