+9,741.5%
TER vs BTI
+6,686.8%
+3,054.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.0% | +13.0% |
| 7D | -5.8% | -2.9% | -2.8% | -5.3% |
| 30D | -38.9% | +8.3% | -47.2% | -40.4% |
| 3M | -35.1% | +2.9% | -38.0% | -36.1% |
| 6M | -31.6% | +6.2% | -37.8% | -33.9% |
| YTD | +27.2% | +10.9% | +16.3% | +21.9% |
| 1Y | +35.2% | +16.6% | +18.7% | +28.0% |
| 3Y | +192.8% | +142.2% | +50.6% | +124.9% |
| 5Y | +72.4% | +151.3% | -78.9% | +30.5% |
| 10Y | +1,001.8% | +113.9% | +888.0% | +749.7% |
| All | +9,741.5% | +6,686.8% | +3,054.7% | +4,508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling