+88.6%
TGT vs BTI
+24.7%
+63.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.2% | +4.8% |
| 7D | +9.5% | +5.3% | +4.2% | +8.2% |
| 30D | +6.6% | +19.1% | -12.5% | +2.6% |
| 3M | +11.0% | +6.5% | +4.5% | +9.2% |
| 6M | +29.9% | +9.4% | +20.4% | +28.5% |
| YTD | +71.4% | +14.4% | +57.0% | +67.7% |
| 1Y | +88.6% | +23.9% | +64.7% | +70.6% |
| All | +88.6% | +24.7% | +63.9% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling