+277.2%
TER vs BTI
+113.6%
+163.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +11.0% | -1.4% | +12.3% | +10.7% |
| 30D | -1.9% | -7.0% | +5.2% | -2.7% |
| 3M | -0.7% | -6.3% | +5.7% | -1.5% |
| 6M | +36.4% | -2.0% | +38.3% | +35.2% |
| YTD | +92.4% | +0.2% | +92.3% | +92.2% |
| 1Y | +213.5% | +3.8% | +209.7% | +217.2% |
| 3Y | +277.2% | +112.1% | +165.2% | +278.3% |
| All | +277.2% | +113.6% | +163.6% | +278.3% |
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 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