-86.0%
TMF vs BTG
+147.2%
-233.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | -1.0% | +9.5% | -10.5% | -2.3% |
| 3M | -11.3% | +38.5% | -49.8% | -15.6% |
| 6M | -22.7% | +5.6% | -28.4% | -24.1% |
| YTD | -17.3% | +23.9% | -41.3% | -21.3% |
| 1Y | -22.5% | +32.1% | -54.6% | -27.5% |
| 3Y | -43.2% | +103.2% | -146.4% | -51.6% |
| 5Y | -88.3% | +79.7% | -168.0% | -90.0% |
| 10Y | -86.0% | +159.1% | -245.2% | -89.9% |
| All | -86.0% | +147.2% | -233.2% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling