+77.2%
TGT vs BTI
+3.5%
+73.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +1.2% | -1.1% | +2.3% | +1.4% |
| 3M | +18.4% | -8.8% | +27.2% | +20.2% |
| 6M | +33.4% | -4.0% | +37.4% | +35.9% |
| YTD | +63.8% | +0.4% | +63.4% | +65.3% |
| 1Y | +77.2% | +1.9% | +75.2% | +81.9% |
| All | +77.2% | +3.5% | +73.6% | +81.9% |
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 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