+62.5%
T vs BTI
+128.6%
-66.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +1.6% | -3.2% | +4.9% | +2.7% |
| 30D | -2.9% | +9.7% | -12.6% | -5.8% |
| 3M | -7.5% | +11.1% | -18.6% | -10.7% |
| 6M | -9.9% | -1.2% | -8.7% | -9.8% |
| YTD | -6.4% | +12.7% | -19.1% | -10.7% |
| 1Y | -9.4% | +15.8% | -25.2% | -14.4% |
| 3Y | +64.9% | +148.9% | -84.0% | +19.0% |
| 5Y | +57.0% | +151.9% | -95.0% | +11.7% |
| All | +62.5% | +128.6% | -66.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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