+126.1%
TLT vs BTI
+1,987.4%
-1,861.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | -3.2% | +0.5% | -2.9% |
| 30D | +2.2% | +9.7% | -7.5% | +2.9% |
| 3M | -1.7% | +11.1% | -12.8% | -0.8% |
| 6M | -4.0% | -1.2% | -2.8% | -4.0% |
| YTD | -4.9% | +12.7% | -17.6% | -3.8% |
| 1Y | -7.4% | +15.8% | -23.2% | -6.0% |
| 3Y | +3.0% | +148.9% | -145.9% | +12.7% |
| 5Y | -35.1% | +151.9% | -187.0% | -28.5% |
| 10Y | -12.7% | +124.2% | -136.9% | -2.8% |
| All | +126.1% | +1,987.4% | -1,861.3% | +176.4% |
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