+55.5%
TFC vs BTSG
+406.1%
-350.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.4% | +2.7% | -0.3% | +2.0% |
| 30D | -1.3% | -3.6% | +2.3% | -0.8% |
| 3M | +6.1% | +5.8% | +0.3% | +4.0% |
| 6M | +7.3% | +44.7% | -37.4% | -1.7% |
| YTD | +8.2% | +62.2% | -54.0% | -3.4% |
| 1Y | +14.4% | +152.1% | -137.7% | -7.5% |
| All | +55.5% | +406.1% | -350.6% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling