+102.5%
TNA vs BTI
+108.0%
-5.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | -7.6% | -2.0% | -5.6% | -6.8% |
| 30D | -13.6% | -3.4% | -10.2% | -12.5% |
| 3M | +2.8% | -9.0% | +11.8% | +6.2% |
| 6M | +34.5% | -5.0% | +39.5% | +35.1% |
| YTD | +41.0% | -0.3% | +41.4% | +37.9% |
| 1Y | +52.0% | +3.1% | +48.9% | +46.4% |
| All | +102.5% | +108.0% | -5.5% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling