+17.1%
TER vs BTI
-7.0%
+24.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.2% |
| 7D | +0.6% | -1.4% | +2.0% | +0.3% |
| 30D | -8.3% | -6.6% | -1.7% | -9.6% |
| 3M | -12.2% | -3.0% | -9.2% | -15.6% |
| 6M | +17.1% | -6.7% | +23.7% | +12.0% |
| All | +17.1% | -7.0% | +24.1% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling