+995.4%
TER vs BTI
+131.8%
+863.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.7% |
| 7D | +14.4% | +1.6% | +12.7% | +13.9% |
| 30D | -30.6% | +9.2% | -39.8% | -32.4% |
| 3M | -39.2% | +9.6% | -48.8% | -41.1% |
| 6M | -31.3% | -2.4% | -28.8% | -31.7% |
| YTD | +29.1% | +14.2% | +14.8% | +22.0% |
| 1Y | +47.4% | +20.3% | +27.1% | +37.2% |
| 3Y | +191.2% | +147.4% | +43.8% | +103.3% |
| 5Y | +74.0% | +155.4% | -81.5% | +18.4% |
| All | +995.4% | +131.8% | +863.6% | +645.8% |
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