+137.3%
BTI vs COMP
-49.2%
+186.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.5% |
| 7D | -2.9% | +14.5% | -17.5% | -3.3% |
| 30D | +8.3% | +14.9% | -6.6% | +7.8% |
| 3M | +2.9% | -14.2% | +17.1% | +3.2% |
| 6M | +6.2% | +23.7% | -17.5% | +5.3% |
| YTD | +10.9% | +2.1% | +8.8% | +10.2% |
| 1Y | +16.6% | +26.2% | -9.6% | +15.1% |
| 3Y | +142.2% | +470.9% | -328.7% | +128.3% |
| 5Y | +151.3% | -14.0% | +165.3% | +137.0% |
| All | +137.3% | -49.2% | +186.6% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling