+114.5%
BTI vs BAH
-3.7%
+118.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -4.8% | -6.6% | +1.8% | -4.4% |
| 3M | -8.1% | -7.2% | -1.0% | -7.9% |
| 6M | -4.2% | -10.0% | +5.8% | -3.9% |
| YTD | -1.3% | -12.5% | +11.2% | -1.0% |
| 1Y | +2.1% | -27.9% | +30.0% | +3.8% |
| 3Y | +108.9% | -31.4% | +140.3% | +107.1% |
| 5Y | +114.5% | -3.2% | +117.7% | +111.2% |
| All | +114.5% | -3.7% | +118.1% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling