+118.0%
BTI vs TLN
+571.8%
-453.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -1.9% |
| 30D | -3.4% | -12.9% | +9.5% | -3.7% |
| 3M | -9.0% | -7.4% | -1.6% | -9.3% |
| 6M | -5.0% | -6.0% | +1.0% | -5.3% |
| YTD | -0.3% | -16.9% | +16.6% | -0.7% |
| 1Y | +3.1% | -22.6% | +25.7% | +2.6% |
| 3Y | +111.0% | +469.0% | -358.1% | +122.4% |
| All | +118.0% | +571.8% | -453.8% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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