+118.3%
BTI vs TD
+125.7%
-7.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -1.1% | -1.9% | +0.8% | -0.5% |
| 3M | -8.8% | +4.8% | -13.5% | -10.5% |
| 6M | -4.0% | +28.0% | -31.9% | -12.5% |
| YTD | +0.4% | +30.3% | -29.9% | -9.3% |
| 1Y | +1.9% | +59.8% | -57.8% | -14.6% |
| 3Y | +108.5% | +124.7% | -16.2% | +51.2% |
| All | +118.3% | +125.7% | -7.4% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling