+2.1%
BTI vs TMF
-23.1%
+25.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -4.8% | -1.0% | -3.8% | -4.6% |
| 3M | -8.1% | -11.3% | +3.2% | -6.2% |
| 6M | -4.2% | -22.7% | +18.5% | +0.3% |
| YTD | -1.3% | -17.3% | +16.1% | +2.0% |
| 1Y | +2.1% | -22.5% | +24.6% | +5.7% |
| All | +2.1% | -23.1% | +25.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling