-23.0%
TNA vs BTI
+118.0%
-141.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -7.3% | -0.2% | -7.1% | -7.1% |
| 30D | -14.2% | -1.1% | -13.1% | -13.7% |
| 3M | -4.6% | -8.8% | +4.2% | +0.5% |
| 6M | +36.9% | -4.0% | +40.9% | +36.7% |
| YTD | +42.5% | +0.4% | +42.2% | +36.6% |
| 1Y | +45.8% | +1.9% | +43.8% | +37.5% |
| 3Y | +104.7% | +108.5% | -3.9% | -14.0% |
| All | -23.0% | +118.0% | -141.0% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling