+117.0%
BTI vs BB
-29.9%
+146.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.0% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | -3.4% | -16.0% | +12.6% | -3.1% |
| 3M | -9.0% | -14.5% | +5.5% | -9.1% |
| 6M | -5.0% | +118.6% | -123.6% | -8.5% |
| YTD | -0.3% | +98.9% | -99.3% | -3.7% |
| 1Y | +3.1% | +99.5% | -96.4% | -0.6% |
| 3Y | +111.0% | +65.4% | +45.6% | +102.3% |
| 5Y | +117.0% | -27.6% | +144.7% | +111.6% |
| All | +117.0% | -29.9% | +146.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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