+858.0%
TTMI vs BTI
+108.0%
+750.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | +6.0% | -2.0% | +8.0% | +6.3% |
| 30D | -6.4% | -3.4% | -3.0% | -6.0% |
| 3M | -28.9% | -9.0% | -19.9% | -28.4% |
| 6M | +26.9% | -5.0% | +31.9% | +25.5% |
| YTD | +77.3% | -0.3% | +77.6% | +74.3% |
| 1Y | +147.5% | +3.1% | +144.4% | +142.8% |
| All | +858.0% | +108.0% | +750.1% | +621.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling