-17.3%
TT vs BTI
+5.0%
-22.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +1.5% |
| 7D | -2.0% | -1.0% | -1.0% | -2.2% |
| 30D | -14.0% | +13.0% | -27.0% | -12.1% |
| 3M | -15.9% | +5.3% | -21.2% | -14.7% |
| 6M | -17.3% | +5.3% | -22.6% | -16.4% |
| All | -17.3% | +5.0% | -22.4% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling