+311.2%
TPR vs BTI
+67.8%
+243.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | -27.3% | -7.0% | -20.3% | -24.9% |
| 3M | -16.2% | -6.3% | -9.9% | -14.1% |
| 6M | -17.9% | -2.0% | -15.9% | -18.1% |
| YTD | -7.1% | +0.2% | -7.3% | -8.5% |
| 1Y | +13.6% | +3.8% | +9.8% | +9.5% |
| 3Y | +293.7% | +112.1% | +181.7% | +150.5% |
| 5Y | +239.1% | +113.6% | +125.5% | +112.6% |
| 10Y | +311.2% | +69.6% | +241.6% | +167.1% |
| All | +311.2% | +67.8% | +243.4% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling