-20.8%
TLT vs BTI
+72.6%
-93.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -1.3% | -3.4% | +2.1% | -1.5% |
| 3M | -3.7% | -9.0% | +5.3% | -4.0% |
| 6M | -6.4% | -5.0% | -1.3% | -6.5% |
| YTD | -4.5% | -0.3% | -4.1% | -4.4% |
| 1Y | -5.9% | +3.1% | -9.0% | -5.6% |
| 3Y | -2.8% | +111.0% | -113.8% | +1.4% |
| 5Y | -35.1% | +117.0% | -152.1% | -31.7% |
| All | -20.8% | +72.6% | -93.4% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling