+15,818.7%
TT vs BTI
+6,053.3%
+9,765.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -7.2% | -6.6% | -0.5% | -5.5% |
| 3M | -3.0% | -3.0% | 0.0% | -2.7% |
| 6M | +1.4% | -6.7% | +8.0% | +2.5% |
| YTD | +15.9% | +0.6% | +15.3% | +14.8% |
| 1Y | +9.4% | +5.6% | +3.8% | +6.8% |
| 3Y | +124.4% | +110.3% | +14.1% | +79.1% |
| 5Y | +138.0% | +114.3% | +23.7% | +87.5% |
| 10Y | +886.4% | +67.7% | +818.7% | +705.9% |
| All | +15,818.7% | +6,053.3% | +9,765.3% | +5,660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling