+146.8%
BTI vs TXG
+27.0%
+119.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.6% |
| 7D | -0.2% | +9.5% | -9.7% | -0.4% |
| 30D | -1.1% | +18.8% | -19.8% | -1.5% |
| 3M | -8.8% | +136.1% | -144.9% | -10.8% |
| 6M | -4.0% | +235.2% | -239.2% | -7.4% |
| YTD | +0.4% | +320.5% | -320.2% | -4.1% |
| 1Y | +1.9% | +425.2% | -423.3% | -3.6% |
| 3Y | +108.5% | +42.9% | +65.6% | +105.9% |
| 5Y | +118.5% | -62.8% | +181.4% | +123.1% |
| All | +146.8% | +27.0% | +119.8% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling