+517.0%
BTI vs TMF
-68.9%
+585.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | -6.6% | -2.8% | -3.8% | -6.8% |
| 3M | -3.0% | -10.9% | +7.9% | -3.7% |
| 6M | -6.7% | -21.3% | +14.6% | -8.2% |
| YTD | +0.6% | -15.9% | +16.4% | -0.5% |
| 1Y | +5.6% | -15.7% | +21.3% | +4.5% |
| 3Y | +110.3% | -43.4% | +153.7% | +104.0% |
| 5Y | +114.3% | -87.8% | +202.0% | +81.6% |
| 10Y | +67.7% | -86.7% | +154.4% | +48.7% |
| All | +517.0% | -68.9% | +585.9% | +571.0% |
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