+131.9%
BTI vs THC
+1,813.2%
-1,681.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.6% | +1.0% | +0.7% | +1.6% |
| 30D | +9.2% | +5.3% | +3.9% | +8.7% |
| 3M | +9.6% | +7.1% | +2.5% | +8.9% |
| 6M | -2.4% | +46.0% | -48.5% | -5.9% |
| YTD | +14.2% | +43.9% | -29.7% | +10.0% |
| 1Y | +20.3% | +45.4% | -25.1% | +15.7% |
| 3Y | +147.4% | +421.3% | -273.9% | +108.6% |
| 5Y | +155.4% | +261.5% | -106.0% | +117.9% |
| All | +131.9% | +1,813.2% | -1,681.3% | +68.3% |
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