+6,737.5%
BTI vs COO
+5,462.0%
+1,275.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -0.1% | +4.5% | -4.6% | -0.4% |
| 30D | +9.6% | +16.9% | -7.3% | +8.7% |
| 3M | +8.3% | -16.7% | +25.0% | +9.2% |
| 6M | +7.5% | +5.9% | +1.5% | +7.0% |
| YTD | +12.3% | -22.4% | +34.7% | +13.6% |
| 1Y | +16.2% | -10.1% | +26.3% | +16.6% |
| 3Y | +148.0% | -22.8% | +170.8% | +149.8% |
| 5Y | +153.2% | -41.4% | +194.7% | +157.7% |
| 10Y | +128.2% | +41.3% | +87.0% | +122.8% |
| All | +6,737.5% | +5,462.0% | +1,275.5% | +5,833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling