+1,239.7%
TNA vs BTI
+494.1%
+745.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -2.2% |
| 7D | -3.6% | -2.4% | -1.2% | -0.5% |
| 30D | -10.1% | -4.8% | -5.3% | -4.9% |
| 3M | +2.7% | -8.1% | +10.8% | +10.5% |
| 6M | +38.4% | -4.2% | +42.6% | +37.7% |
| YTD | +45.4% | -1.3% | +46.7% | +37.7% |
| 1Y | +55.9% | +2.1% | +53.8% | +39.8% |
| 3Y | +109.8% | +108.9% | +0.9% | -36.0% |
| 5Y | -22.5% | +114.5% | -137.0% | -77.3% |
| 10Y | +87.5% | +72.2% | +15.3% | -25.6% |
| All | +1,239.7% | +494.1% | +745.5% | -31.0% |
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