+14,178.8%
TT vs BTI
+6,777.2%
+7,401.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.8% |
| 30D | -14.0% | +13.0% | -27.0% | -17.0% |
| 3M | -15.9% | +5.3% | -21.2% | -17.4% |
| 6M | -17.3% | +5.3% | -22.6% | -19.2% |
| YTD | +4.0% | +12.4% | -8.4% | -0.4% |
| 1Y | -7.1% | +18.9% | -26.1% | -12.4% |
| 3Y | +90.2% | +144.0% | -53.8% | +45.4% |
| 5Y | +131.1% | +156.3% | -25.1% | +73.0% |
| 10Y | +777.7% | +115.3% | +662.5% | +569.5% |
| All | +14,178.8% | +6,777.2% | +7,401.6% | +4,898.3% |
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