+219.1%
TER vs BTI
+115.0%
+104.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +11.0% | -1.4% | +12.3% | +11.0% |
| 30D | -1.9% | -7.0% | +5.2% | -1.4% |
| 3M | -0.7% | -6.3% | +5.7% | -0.7% |
| 6M | +36.4% | -2.0% | +38.3% | +35.1% |
| YTD | +92.4% | +0.2% | +92.3% | +90.6% |
| 1Y | +213.5% | +3.8% | +209.7% | +210.0% |
| 3Y | +277.2% | +112.1% | +165.2% | +212.8% |
| 5Y | +219.1% | +113.6% | +105.5% | +173.9% |
| All | +219.1% | +115.0% | +104.2% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling