+416.7%
BTI vs BR
+1,278.7%
-862.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | -8.8% | +17.3% | -26.1% | -13.7% |
| 6M | -4.0% | -6.7% | +2.7% | -2.7% |
| YTD | +0.4% | -23.4% | +23.8% | +8.1% |
| 1Y | +1.9% | -32.7% | +34.6% | +14.5% |
| 3Y | +108.5% | -5.9% | +114.4% | +106.6% |
| 5Y | +118.5% | +8.4% | +110.1% | +101.8% |
| 10Y | +75.1% | +189.2% | -114.1% | +8.4% |
| All | +416.7% | +1,278.7% | -862.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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