+72.2%
BTI vs THC
+1,002.8%
-930.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.8% |
| 7D | -2.4% | +4.1% | -6.5% | -2.8% |
| 30D | -4.8% | +3.5% | -8.3% | -5.1% |
| 3M | -8.1% | +61.7% | -69.9% | -12.0% |
| 6M | -4.2% | +11.8% | -16.0% | -5.5% |
| YTD | -1.3% | +35.4% | -36.7% | -4.3% |
| 1Y | +2.1% | +37.0% | -34.9% | -1.3% |
| 3Y | +108.9% | +260.1% | -151.1% | +82.3% |
| 5Y | +114.5% | +262.6% | -148.1% | +83.1% |
| 10Y | +72.2% | +1,039.2% | -967.0% | +29.7% |
| All | +72.2% | +1,002.8% | -930.5% | +29.7% |
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