+131.2%
TLT vs BTI
+1,763.1%
-1,631.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.5% |
| 30D | -0.6% | -6.6% | +6.0% | -1.1% |
| 3M | -2.7% | -3.0% | +0.3% | -2.9% |
| 6M | -5.6% | -6.7% | +1.1% | -6.0% |
| YTD | -2.8% | +0.6% | -3.3% | -2.5% |
| 1Y | -1.4% | +5.6% | -7.0% | -0.7% |
| 3Y | -1.6% | +110.3% | -111.9% | +6.0% |
| 5Y | -33.8% | +114.3% | -148.1% | -28.2% |
| 10Y | -21.1% | +67.7% | -88.8% | -14.8% |
| All | +131.2% | +1,763.1% | -1,631.9% | +180.0% |
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