+8,398.6%
TPR vs BTI
+3,754.3%
+4,644.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.5% |
| 7D | +14.2% | -1.0% | +15.2% | +14.7% |
| 30D | +17.1% | +13.0% | +4.1% | +11.2% |
| 3M | -17.7% | +5.3% | -23.0% | -19.8% |
| 6M | -10.2% | +5.3% | -15.5% | -12.9% |
| YTD | +4.9% | +12.4% | -7.5% | -1.4% |
| 1Y | +36.1% | +18.9% | +17.2% | +24.8% |
| 3Y | +416.5% | +144.0% | +272.4% | +237.4% |
| 5Y | +254.8% | +156.3% | +98.5% | +125.9% |
| 10Y | +391.7% | +115.3% | +276.5% | +225.6% |
| All | +8,398.6% | +3,754.3% | +4,644.3% | +3,884.2% |
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