+12,759.1%
TDG vs BTI
+554.7%
+12,204.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -8.0% | -4.8% | -3.2% | -6.2% |
| 3M | -10.5% | -8.1% | -2.4% | -7.8% |
| 6M | -11.9% | -4.2% | -7.7% | -11.2% |
| YTD | -15.4% | -1.3% | -14.1% | -16.1% |
| 1Y | -14.2% | +2.1% | -16.3% | -16.4% |
| 3Y | +51.0% | +108.9% | -57.9% | +6.1% |
| 5Y | +126.5% | +114.5% | +12.0% | +55.9% |
| 10Y | +535.6% | +72.2% | +463.3% | +358.1% |
| All | +12,759.1% | +554.7% | +12,204.4% | +5,406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling