+95.1%
TFC vs BTI
+146.0%
-51.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.2% | -3.0% | +1.8% | -0.6% |
| 30D | +7.8% | +9.8% | -2.0% | +6.0% |
| 3M | -3.0% | +9.2% | -12.1% | -4.5% |
| 6M | +5.8% | +4.0% | +1.8% | +4.9% |
| YTD | +5.3% | +12.7% | -7.4% | +2.9% |
| 1Y | +15.7% | +15.9% | -0.3% | +12.5% |
| All | +95.1% | +146.0% | -51.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling