+127.9%
TT vs BTI
+155.8%
-27.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +2.8% |
| 7D | -2.0% | -1.0% | -1.0% | -1.9% |
| 30D | -14.0% | +13.0% | -27.0% | -15.6% |
| 3M | -15.9% | +5.3% | -21.2% | -16.6% |
| 6M | -17.3% | +5.3% | -22.6% | -18.3% |
| YTD | +4.0% | +12.4% | -8.4% | +1.2% |
| 1Y | -7.1% | +18.9% | -26.1% | -10.5% |
| 3Y | +90.2% | +144.0% | -53.8% | +53.8% |
| All | +127.9% | +155.8% | -27.9% | +78.8% |
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