+9.5%
TPR vs BTI
+2.0%
+7.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -7.3% | -2.4% | -4.9% | -6.8% |
| 30D | -30.7% | -4.8% | -26.0% | -30.0% |
| 3M | -21.6% | -8.1% | -13.5% | -20.2% |
| 6M | -21.3% | -4.2% | -17.1% | -20.8% |
| YTD | -10.2% | -1.3% | -8.9% | -8.8% |
| 1Y | +9.5% | +2.1% | +7.4% | +14.4% |
| All | +9.5% | +2.0% | +7.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling