+383.3%
TPR vs BTI
+125.1%
+258.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | +12.1% | -0.1% | +12.2% | +12.1% |
| 30D | +16.7% | +9.6% | +7.1% | +11.6% |
| 3M | -17.4% | +8.3% | -25.7% | -20.8% |
| 6M | +2.3% | +7.5% | -5.2% | -2.5% |
| YTD | +7.1% | +12.3% | -5.1% | -0.3% |
| 1Y | +29.5% | +16.2% | +13.3% | +18.2% |
| 3Y | +415.0% | +148.0% | +267.1% | +201.0% |
| 5Y | +261.5% | +153.2% | +108.2% | +106.4% |
| 10Y | +383.3% | +128.2% | +255.1% | +192.5% |
| All | +383.3% | +125.1% | +258.2% | +192.5% |
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