-42.3%
TMF vs BTG
+101.2%
-143.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +1.0% | +4.8% | -3.8% | +0.6% |
| 30D | -1.8% | +8.3% | -10.2% | -2.4% |
| 3M | -8.2% | +32.3% | -40.5% | -10.3% |
| 6M | -19.5% | +3.0% | -22.5% | -20.2% |
| YTD | -16.0% | +21.9% | -37.9% | -18.0% |
| 1Y | -22.5% | +28.2% | -50.7% | -25.1% |
| 3Y | -42.3% | +99.9% | -142.2% | -50.1% |
| All | -42.3% | +101.2% | -143.5% | -50.1% |
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