-24.3%
TMF vs BTG
+24.4%
-48.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.3% | +1.9% |
| 7D | +4.0% | -0.2% | +4.2% | +3.9% |
| 30D | +19.5% | -0.8% | +20.2% | +19.3% |
| 3M | -3.5% | +31.8% | -35.4% | -5.1% |
| 6M | -10.6% | +20.4% | -31.0% | -11.5% |
| YTD | -17.1% | +14.7% | -31.8% | -17.1% |
| 1Y | -24.3% | +29.4% | -53.6% | -24.4% |
| All | -24.3% | +24.4% | -48.6% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling