+66.9%
T vs BTI
+72.6%
-5.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -2.4% | -2.0% | -0.5% | -1.8% |
| 30D | +4.3% | -3.4% | +7.7% | +5.5% |
| 3M | +11.6% | -9.0% | +20.5% | +14.9% |
| 6M | -5.6% | -5.0% | -0.6% | -4.3% |
| YTD | +6.6% | -0.3% | +6.9% | +5.9% |
| 1Y | -8.4% | +3.1% | -11.5% | -10.1% |
| 3Y | +107.8% | +111.0% | -3.1% | +58.3% |
| 5Y | +68.3% | +117.0% | -48.7% | +25.7% |
| All | +66.9% | +72.6% | -5.7% | +22.4% |
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