+131.9%
BTI vs TMF
-82.1%
+214.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.3% |
| 7D | +1.6% | -9.3% | +10.9% | +1.3% |
| 30D | +9.2% | +1.9% | +7.3% | +9.3% |
| 3M | +9.6% | -11.2% | +20.9% | +9.2% |
| 6M | -2.4% | -17.7% | +15.3% | -3.1% |
| YTD | +14.2% | -24.5% | +38.7% | +13.2% |
| 1Y | +20.3% | -29.4% | +49.7% | +18.9% |
| 3Y | +147.4% | -33.4% | +180.8% | +146.1% |
| 5Y | +155.4% | -88.7% | +244.1% | +118.3% |
| All | +131.9% | -82.1% | +214.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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