+23.9%
BTI vs BAH
+6.2%
+17.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.3% |
| 7D | +5.3% | +5.8% | -0.5% | +4.9% |
| 30D | +19.1% | +28.7% | -9.6% | +17.1% |
| 3M | +6.5% | +20.9% | -14.4% | +5.0% |
| 6M | +9.4% | +15.2% | -5.7% | +7.3% |
| YTD | +14.4% | +7.1% | +7.3% | +11.9% |
| 1Y | +23.9% | +6.4% | +17.5% | +21.8% |
| All | +23.9% | +6.2% | +17.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling