+588.8%
BTI vs TMF
-70.3%
+659.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.0% |
| 7D | -0.1% | -1.1% | +0.9% | -0.2% |
| 30D | +9.6% | +11.8% | -2.2% | +10.4% |
| 3M | +8.3% | -4.0% | +12.4% | +8.0% |
| 6M | +7.5% | -16.5% | +24.0% | +6.2% |
| YTD | +12.3% | -19.9% | +32.2% | +10.7% |
| 1Y | +16.2% | -25.6% | +41.8% | +14.0% |
| 3Y | +148.0% | -29.9% | +177.9% | +145.1% |
| 5Y | +153.2% | -88.2% | +241.5% | +113.8% |
| 10Y | +128.2% | -81.7% | +210.0% | +110.1% |
| All | +588.8% | -70.3% | +659.1% | +646.7% |
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 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