+140.5%
BTI vs COMP
-52.0%
+192.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.7% | -14.2% | -3.8% |
| 7D | -1.0% | +13.4% | -14.5% | -1.4% |
| 30D | +13.0% | +11.1% | +1.9% | +12.6% |
| 3M | +5.3% | -18.8% | +24.2% | +5.8% |
| 6M | +5.3% | +10.5% | -5.2% | +4.8% |
| YTD | +12.4% | -3.4% | +15.8% | +11.9% |
| 1Y | +18.9% | +19.7% | -0.7% | +17.6% |
| 3Y | +144.0% | +381.6% | -237.6% | +131.0% |
| 5Y | +156.3% | -17.6% | +173.8% | +142.1% |
| All | +140.5% | -52.0% | +192.5% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling