+508.5%
TTD vs BTI
+131.8%
+376.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +21.3% | +1.6% | +19.6% | +20.6% |
| 30D | +28.7% | +9.2% | +19.5% | +25.0% |
| 3M | +7.7% | +9.6% | -1.9% | +4.4% |
| 6M | -23.5% | -2.4% | -21.0% | -23.3% |
| YTD | -58.7% | +14.2% | -72.9% | -61.1% |
| 1Y | -63.4% | +20.3% | -83.7% | -66.2% |
| 3Y | -75.3% | +147.4% | -222.7% | -82.9% |
| 5Y | -84.4% | +155.4% | -239.8% | -89.4% |
| All | +508.5% | +131.8% | +376.6% | +323.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling