+105.1%
BTI vs A
+29.6%
+75.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.4% | -4.4% | +2.0% | -2.4% |
| 30D | -4.8% | -2.7% | -2.1% | -4.7% |
| 3M | -8.1% | +7.0% | -15.2% | -8.3% |
| 6M | -4.2% | +24.6% | -28.8% | -4.9% |
| YTD | -1.3% | +7.0% | -8.3% | -1.5% |
| 1Y | +2.1% | +15.6% | -13.5% | +1.6% |
| All | +105.1% | +29.6% | +75.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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