+15.4%
TFC vs BTI
+117.2%
-101.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | +2.2% | -1.4% | +3.6% | +2.8% |
| 30D | -2.5% | -7.0% | +4.6% | +0.1% |
| 3M | +4.5% | -6.3% | +10.9% | +6.8% |
| 6M | +11.0% | -2.0% | +12.9% | +10.7% |
| YTD | +5.9% | +0.2% | +5.7% | +4.4% |
| 1Y | +14.6% | +3.8% | +10.8% | +11.1% |
| 3Y | +96.7% | +112.1% | -15.4% | +28.0% |
| All | +15.4% | +117.2% | -101.8% | -25.9% |
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