+5,975.1%
TGT vs BTI
+5,940.0%
+35.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | -3.6% | -2.4% | -1.2% | -3.1% |
| 30D | +4.4% | -4.8% | +9.2% | +5.4% |
| 3M | +25.4% | -8.1% | +33.5% | +27.5% |
| 6M | +33.4% | -4.2% | +37.6% | +34.2% |
| YTD | +65.6% | -1.3% | +66.9% | +65.3% |
| 1Y | +80.3% | +2.1% | +78.2% | +78.6% |
| 3Y | +42.1% | +108.9% | -66.8% | +19.9% |
| 5Y | -25.0% | +114.5% | -139.5% | -37.3% |
| 10Y | +208.2% | +72.2% | +136.0% | +161.5% |
| All | +5,975.1% | +5,940.0% | +35.1% | +2,806.7% |
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