+154.4%
BTI vs COMP
-10.9%
+165.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +9.2% | +16.6% | -7.3% | +8.6% |
| 3M | +9.6% | -23.5% | +33.2% | +10.3% |
| 6M | -2.4% | +25.7% | -28.2% | -3.4% |
| YTD | +14.2% | -3.4% | +17.6% | +13.6% |
| 1Y | +20.3% | +7.6% | +12.7% | +19.2% |
| 3Y | +147.4% | +423.6% | -276.2% | +131.9% |
| All | +154.4% | -10.9% | +165.3% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling