+2,474.5%
BTI vs BG
+1,181.2%
+1,293.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -4.8% | +10.3% | -15.1% | -6.4% |
| 3M | -8.1% | -1.9% | -6.2% | -8.1% |
| 6M | -4.2% | +5.2% | -9.4% | -5.5% |
| YTD | -1.3% | +41.2% | -42.5% | -7.5% |
| 1Y | +2.1% | +50.5% | -48.4% | -5.6% |
| 3Y | +108.9% | +19.9% | +89.0% | +98.8% |
| 5Y | +114.5% | +86.7% | +27.8% | +86.2% |
| 10Y | +72.2% | +167.5% | -95.2% | +35.0% |
| All | +2,474.5% | +1,181.2% | +1,293.4% | +1,779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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