+2,700.2%
TFC vs BTI
+6,053.4%
-3,353.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +2.4% | -1.4% | +3.8% | +2.8% |
| 30D | -1.3% | -6.6% | +5.3% | +0.5% |
| 3M | +6.1% | -3.0% | +9.1% | +6.7% |
| 6M | +7.3% | -6.7% | +14.0% | +8.8% |
| YTD | +8.2% | +0.6% | +7.6% | +7.3% |
| 1Y | +14.4% | +5.6% | +8.8% | +11.8% |
| 3Y | +93.7% | +110.3% | -16.6% | +54.2% |
| 5Y | +16.4% | +114.3% | -97.9% | -7.8% |
| 10Y | +101.6% | +67.7% | +33.9% | +65.9% |
| All | +2,700.2% | +6,053.4% | -3,353.2% | +1,369.0% |
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