+75.7%
TFC vs BTI
+131.8%
-56.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +2.3% | +1.6% | +0.6% | +1.5% |
| 30D | +10.8% | +9.2% | +1.6% | +6.7% |
| 3M | -3.8% | +9.6% | -13.4% | -7.7% |
| 6M | +9.6% | -2.4% | +12.0% | +10.1% |
| YTD | +5.8% | +14.2% | -8.5% | -1.6% |
| 1Y | +16.2% | +20.3% | -4.1% | +5.5% |
| 3Y | +96.0% | +147.4% | -51.4% | +22.3% |
| 5Y | +1.7% | +155.4% | -153.7% | -37.7% |
| All | +75.7% | +131.8% | -56.2% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling