+4,177.8%
BTI vs TD
+7,781.3%
-3,603.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | -2.6% | +0.6% | -1.2% |
| 30D | -3.4% | -1.0% | -2.4% | -3.2% |
| 3M | -9.0% | +5.6% | -14.6% | -10.7% |
| 6M | -5.0% | +27.1% | -32.1% | -12.0% |
| YTD | -0.3% | +29.4% | -29.7% | -8.2% |
| 1Y | +3.1% | +60.7% | -57.6% | -11.2% |
| 3Y | +111.0% | +127.6% | -16.7% | +62.0% |
| 5Y | +117.0% | +125.4% | -8.4% | +66.3% |
| 10Y | +73.9% | +300.4% | -226.5% | +11.7% |
| All | +4,177.8% | +7,781.3% | -3,603.5% | +1,540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling