+20,639.1%
TXN vs BTI
+5,940.0%
+14,699.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.2% |
| 30D | -6.7% | -4.8% | -2.0% | -5.9% |
| 3M | -8.9% | -8.1% | -0.8% | -7.7% |
| 6M | +34.7% | -4.2% | +38.9% | +35.1% |
| YTD | +53.3% | -1.3% | +54.6% | +52.6% |
| 1Y | +45.0% | +2.1% | +42.9% | +43.2% |
| 3Y | +73.1% | +108.9% | -35.8% | +45.2% |
| 5Y | +59.9% | +114.5% | -54.5% | +32.5% |
| 10Y | +415.7% | +72.2% | +343.4% | +337.6% |
| All | +20,639.1% | +5,940.0% | +14,699.1% | +10,007.3% |
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 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