+1.9%
BTI vs TLN
-23.3%
+25.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | -1.1% | -14.3% | +13.3% | -1.2% |
| 3M | -8.8% | -9.3% | +0.5% | -9.5% |
| 6M | -4.0% | -1.1% | -2.9% | -5.6% |
| YTD | +0.4% | -16.6% | +16.9% | -0.6% |
| 1Y | +1.9% | -22.0% | +23.9% | 0.0% |
| All | +1.9% | -23.3% | +25.2% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling