+36.0%
TSM vs BTI
+24.7%
+11.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -1.6% |
| 7D | -10.0% | +5.3% | -15.3% | -9.0% |
| 30D | -18.5% | +19.1% | -37.6% | -16.3% |
| 3M | -4.9% | +6.5% | -11.4% | -3.0% |
| 6M | -1.0% | +9.4% | -10.4% | -0.4% |
| YTD | +31.3% | +14.4% | +16.9% | +29.5% |
| 1Y | +36.0% | +23.9% | +12.1% | +32.3% |
| All | +36.0% | +24.7% | +11.3% | +32.3% |
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 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