-48.5%
TE vs BTI
+98.4%
-146.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.0% |
| 7D | +18.2% | -1.4% | +19.6% | +18.3% |
| 30D | -13.5% | -7.0% | -6.5% | -13.3% |
| 3M | -44.6% | -6.3% | -38.3% | -44.7% |
| 6M | -24.7% | -2.0% | -22.7% | -25.4% |
| YTD | -24.3% | +0.2% | -24.4% | -25.0% |
| 1Y | +155.6% | +3.8% | +151.8% | +152.4% |
| 3Y | -18.3% | +112.1% | -130.3% | -30.6% |
| 5Y | -41.3% | +113.6% | -154.9% | -49.7% |
| All | -48.5% | +98.4% | -146.9% | -55.3% |
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 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