+52.2%
TEM vs BTI
+108.4%
-56.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.9% |
| 7D | -1.1% | -2.4% | +1.4% | -1.4% |
| 30D | +11.3% | -4.8% | +16.1% | +10.7% |
| 3M | +25.5% | -8.1% | +33.6% | +24.3% |
| 6M | +17.1% | -4.2% | +21.3% | +16.0% |
| YTD | +3.8% | -1.3% | +5.1% | +2.4% |
| 1Y | -24.4% | +2.1% | -26.5% | -25.2% |
| All | +52.2% | +108.4% | -56.1% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling