+290.7%
TSM vs BTI
+115.0%
+175.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +6.0% | -1.4% | +7.4% | +6.1% |
| 30D | +4.5% | -7.0% | +11.6% | +5.1% |
| 3M | +3.1% | -6.3% | +9.4% | +3.3% |
| 6M | +30.2% | -2.0% | +32.2% | +29.4% |
| YTD | +45.2% | +0.2% | +45.0% | +43.9% |
| 1Y | +79.6% | +3.8% | +75.8% | +77.3% |
| 3Y | +411.0% | +112.1% | +298.9% | +329.9% |
| 5Y | +290.7% | +113.6% | +177.1% | +237.4% |
| All | +290.7% | +115.0% | +175.7% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling