+361.1%
TTD vs BTI
+70.8%
+290.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -4.6% | -2.4% | -2.2% | -3.9% |
| 30D | +3.7% | -4.8% | +8.4% | +5.2% |
| 3M | -30.2% | -8.1% | -22.1% | -28.6% |
| 6M | -51.4% | -4.2% | -47.2% | -51.1% |
| YTD | -63.4% | -1.3% | -62.1% | -63.8% |
| 1Y | -73.5% | +2.1% | -75.6% | -74.2% |
| 3Y | -83.5% | +108.9% | -192.4% | -87.8% |
| 5Y | -80.9% | +114.5% | -195.4% | -86.2% |
| All | +361.1% | +70.8% | +290.3% | +219.0% |
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 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