+72.2%
BTI vs TMF
-86.2%
+158.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.5% |
| 30D | -4.8% | -1.0% | -3.8% | -4.8% |
| 3M | -8.1% | -11.3% | +3.2% | -8.5% |
| 6M | -4.2% | -22.7% | +18.5% | -5.0% |
| YTD | -1.3% | -17.3% | +16.1% | -1.9% |
| 1Y | +2.1% | -22.5% | +24.6% | +1.3% |
| 3Y | +108.9% | -43.2% | +152.1% | +105.4% |
| 5Y | +114.5% | -88.3% | +202.8% | +85.2% |
| 10Y | +72.2% | -86.0% | +158.3% | +50.4% |
| All | +72.2% | -86.2% | +158.4% | +50.4% |
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