+72.4%
TER vs BTI
+151.5%
-79.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.0% | +12.7% |
| 7D | -5.8% | -2.9% | -2.8% | -5.8% |
| 30D | -38.9% | +8.3% | -47.2% | -39.0% |
| 3M | -35.1% | +2.9% | -38.0% | -34.9% |
| 6M | -31.6% | +6.2% | -37.8% | -32.3% |
| YTD | +27.2% | +10.9% | +16.3% | +25.7% |
| 1Y | +35.2% | +16.6% | +18.7% | +32.9% |
| 3Y | +192.8% | +142.2% | +50.6% | +137.0% |
| 5Y | +72.4% | +151.3% | -78.9% | +43.1% |
| All | +72.4% | +151.5% | -79.1% | +43.1% |
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 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