-53.1%
TE vs BTI
+98.7%
-151.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -5.9% | -1.1% | -4.8% | -5.9% |
| 3M | -45.6% | -8.8% | -36.8% | -45.5% |
| 6M | -43.4% | -4.0% | -39.4% | -43.8% |
| YTD | -31.0% | +0.4% | -31.3% | -31.7% |
| 1Y | +145.2% | +1.9% | +143.3% | +142.8% |
| 3Y | -24.1% | +108.5% | -132.6% | -35.4% |
| 5Y | -48.1% | +118.5% | -166.7% | -55.5% |
| All | -53.1% | +98.7% | -151.8% | -59.3% |
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