-81.4%
TMF vs BTG
+160.5%
-241.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -3.4% | +1.4% | -4.7% | -3.6% |
| 30D | +11.5% | -1.1% | +12.6% | +11.4% |
| 3M | -4.5% | +2.5% | -7.0% | -5.2% |
| 6M | -15.0% | -3.1% | -11.9% | -15.5% |
| YTD | -19.9% | +16.3% | -36.1% | -23.3% |
| 1Y | -26.6% | +27.6% | -54.2% | -30.8% |
| 3Y | -29.8% | +89.5% | -119.4% | -39.7% |
| 5Y | -88.2% | +33.6% | -121.8% | -89.5% |
| 10Y | -81.4% | +178.2% | -259.6% | -86.8% |
| All | -81.4% | +160.5% | -241.9% | -86.8% |
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