+113.6%
BTI vs TMF
-87.6%
+201.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | +1.0% | -2.4% | -1.4% |
| 30D | -7.0% | -1.8% | -5.2% | -7.0% |
| 3M | -6.3% | -8.2% | +1.9% | -6.1% |
| 6M | -2.0% | -19.5% | +17.5% | -1.4% |
| YTD | +0.2% | -16.0% | +16.2% | +0.6% |
| 1Y | +3.8% | -22.5% | +26.3% | +4.4% |
| 3Y | +112.1% | -42.3% | +154.3% | +113.0% |
| 5Y | +113.6% | -87.7% | +201.3% | +93.8% |
| All | +113.6% | -87.6% | +201.2% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling