+589.6%
BTI vs TMF
-69.2%
+658.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | +13.0% | +19.7% | -6.8% | +14.3% |
| 3M | +5.3% | -2.1% | +7.4% | +5.2% |
| 6M | +5.3% | -13.4% | +18.8% | +4.3% |
| YTD | +12.4% | -16.7% | +29.1% | +11.1% |
| 1Y | +18.9% | -23.3% | +42.3% | +16.9% |
| 3Y | +144.0% | -24.8% | +168.9% | +142.5% |
| 5Y | +156.3% | -88.0% | +244.3% | +116.4% |
| 10Y | +115.3% | -84.7% | +200.0% | +94.0% |
| All | +589.6% | -69.2% | +658.8% | +649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling