+9.3%
TT vs BTI
+2.0%
+7.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | -6.7% | -4.8% | -1.9% | -6.3% |
| 3M | -5.4% | -8.1% | +2.7% | -5.2% |
| 6M | +4.4% | -4.2% | +8.6% | +3.4% |
| YTD | +14.9% | -1.3% | +16.2% | +13.0% |
| 1Y | +9.3% | +2.1% | +7.1% | +11.5% |
| All | +9.3% | +2.0% | +7.3% | +11.5% |
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 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