+7,716.4%
TPR vs BTI
+3,348.7%
+4,367.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -2.3% | -1.4% | -0.9% | -1.7% |
| 30D | -23.0% | -6.6% | -16.4% | -20.9% |
| 3M | -12.5% | -3.0% | -9.5% | -11.8% |
| 6M | -21.4% | -6.7% | -14.8% | -19.8% |
| YTD | -3.5% | +0.6% | -4.1% | -4.8% |
| 1Y | +17.4% | +5.6% | +11.8% | +13.0% |
| 3Y | +291.3% | +110.3% | +180.9% | +172.6% |
| 5Y | +241.9% | +114.3% | +127.6% | +135.2% |
| 10Y | +322.7% | +67.7% | +255.0% | +209.9% |
| All | +7,716.4% | +3,348.7% | +4,367.8% | +3,746.3% |
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