+77.9%
TEM vs BTI
+141.2%
-63.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.0% | -5.4% |
| 7D | -5.9% | +1.6% | -7.5% | -5.5% |
| 30D | +4.8% | +9.2% | -4.4% | +6.2% |
| 3M | +31.9% | +9.6% | +22.2% | +33.6% |
| 6M | +56.0% | -2.4% | +58.4% | +58.2% |
| YTD | +21.3% | +14.2% | +7.0% | +22.0% |
| 1Y | +5.4% | +20.3% | -14.9% | +5.5% |
| All | +77.9% | +141.2% | -63.3% | +215.9% |
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