+1,895.7%
TER vs BTI
+68.1%
+1,827.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.5% |
| 7D | +12.4% | -2.4% | +14.8% | +13.1% |
| 30D | +5.1% | -4.8% | +9.9% | +6.3% |
| 3M | +4.0% | -8.1% | +12.1% | +5.3% |
| 6M | +29.5% | -4.2% | +33.7% | +29.1% |
| YTD | +98.5% | -1.3% | +99.8% | +96.2% |
| 1Y | +234.1% | +2.1% | +232.0% | +226.1% |
| 3Y | +289.0% | +108.9% | +180.1% | +187.1% |
| 5Y | +228.2% | +114.5% | +113.7% | +136.7% |
| 10Y | +1,895.7% | +72.2% | +1,823.4% | +1,370.8% |
| All | +1,895.7% | +68.1% | +1,827.5% | +1,370.8% |
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