+736.3%
TT vs BTI
+131.8%
+604.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +4.0% | +1.6% | +2.4% | +3.5% |
| 30D | -11.3% | +9.2% | -20.5% | -13.7% |
| 3M | -12.3% | +9.6% | -21.9% | -14.9% |
| 6M | -10.8% | -2.4% | -8.4% | -10.9% |
| YTD | +8.2% | +14.2% | -6.1% | +2.5% |
| 1Y | +1.5% | +20.3% | -18.8% | -5.4% |
| 3Y | +91.5% | +147.4% | -55.9% | +37.4% |
| 5Y | +130.2% | +155.4% | -25.2% | +60.7% |
| All | +736.3% | +131.8% | +604.5% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling