+128.7%
BTI vs THC
+1,818.8%
-1,690.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -3.2% | +0.1% | -3.4% | -3.2% |
| 30D | +9.7% | +7.5% | +2.2% | +9.0% |
| 3M | +11.1% | +7.5% | +3.5% | +10.3% |
| 6M | -1.2% | +46.4% | -47.6% | -4.7% |
| YTD | +12.7% | +44.4% | -31.7% | +8.5% |
| 1Y | +15.8% | +43.4% | -27.6% | +11.5% |
| 3Y | +148.9% | +433.3% | -284.4% | +109.5% |
| 5Y | +151.9% | +262.5% | -110.6% | +114.9% |
| All | +128.7% | +1,818.8% | -1,690.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling