+1,318.6%
BTI vs TCOM
+2,658.7%
-1,340.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -1.4% | -7.6% | +6.2% | -0.6% |
| 30D | -7.0% | -12.2% | +5.2% | -5.8% |
| 3M | -6.3% | -14.2% | +7.9% | -5.0% |
| 6M | -2.0% | -25.0% | +23.0% | +0.7% |
| YTD | +0.2% | -43.7% | +43.9% | +5.8% |
| 1Y | +3.8% | -44.5% | +48.3% | +9.6% |
| 3Y | +112.1% | +13.4% | +98.6% | +102.1% |
| 5Y | +113.6% | +26.5% | +87.1% | +93.4% |
| 10Y | +69.6% | -10.3% | +79.9% | +53.5% |
| All | +1,318.6% | +2,658.7% | -1,340.0% | +825.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling