-33.4%
TMF vs BTG
+82.1%
-115.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -9.3% | -9.1% | -0.2% | -8.6% |
| 30D | +1.9% | -1.6% | +3.5% | +1.9% |
| 3M | -11.2% | -2.8% | -8.4% | -11.2% |
| 6M | -17.7% | -7.6% | -10.1% | -17.7% |
| YTD | -24.5% | +10.2% | -34.7% | -25.8% |
| 1Y | -29.4% | +21.3% | -50.7% | -31.3% |
| 3Y | -33.4% | +82.7% | -116.1% | -38.6% |
| All | -33.4% | +82.1% | -115.5% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling