+2,624.8%
TFC vs BTI
+6,795.3%
-4,170.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.2% | -3.0% | +1.8% | -0.4% |
| 30D | +7.8% | +9.8% | -2.0% | +5.0% |
| 3M | -3.0% | +9.2% | -12.1% | -5.4% |
| 6M | +5.8% | +4.0% | +1.8% | +4.2% |
| YTD | +5.3% | +12.7% | -7.4% | +1.1% |
| 1Y | +15.7% | +15.9% | -0.3% | +10.1% |
| 3Y | +94.8% | +148.9% | -54.1% | +47.8% |
| 5Y | 0.0% | +152.8% | -152.7% | -24.3% |
| 10Y | +79.0% | +124.2% | -45.2% | +36.9% |
| All | +2,624.8% | +6,795.3% | -4,170.5% | +1,283.8% |
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