+443.1%
TTMI vs BTI
+3,637.6%
-3,194.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +10.0% | +9.2% |
| 7D | +5.9% | -1.4% | +7.2% | +6.3% |
| 30D | -4.3% | -6.6% | +2.3% | -2.2% |
| 3M | -32.0% | -3.0% | -29.1% | -32.4% |
| 6M | +19.5% | -6.7% | +26.1% | +20.7% |
| YTD | +82.0% | +0.6% | +81.5% | +79.7% |
| 1Y | +172.6% | +5.6% | +167.0% | +164.3% |
| 3Y | +744.7% | +110.3% | +634.3% | +530.1% |
| 5Y | +805.6% | +114.3% | +691.3% | +565.4% |
| 10Y | +1,057.6% | +67.7% | +989.9% | +787.9% |
| All | +443.1% | +3,637.6% | -3,194.4% | +417.7% |
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