+68.6%
BTI vs COO
+37.7%
+30.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -0.1% |
| 7D | -2.4% | -9.0% | +6.5% | -0.4% |
| 30D | -4.8% | -16.8% | +12.1% | -0.8% |
| 3M | -8.1% | -7.5% | -0.6% | -6.6% |
| 6M | -4.2% | -16.3% | +12.1% | -0.7% |
| YTD | -1.3% | -22.5% | +21.3% | +4.0% |
| 1Y | +2.1% | -7.0% | +9.1% | +3.0% |
| 3Y | +108.9% | -27.5% | +136.4% | +117.6% |
| 5Y | +114.5% | -43.3% | +157.8% | +135.6% |
| All | +68.6% | +37.7% | +30.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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