+829.0%
TTMI vs BTI
+118.0%
+711.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -8.4% | -1.1% | -7.4% | -8.3% |
| 3M | -32.5% | -8.8% | -23.7% | -31.6% |
| 6M | +32.5% | -4.0% | +36.4% | +31.3% |
| YTD | +83.2% | +0.4% | +82.9% | +80.1% |
| 1Y | +161.7% | +1.9% | +159.7% | +156.3% |
| 3Y | +890.1% | +108.5% | +781.6% | +634.0% |
| All | +829.0% | +118.0% | +711.0% | +607.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling