+6,024.9%
BTI vs COO
+5,988.7%
+36.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -6.6% | -7.0% | +0.4% | -6.3% |
| 3M | -3.0% | +12.2% | -15.2% | -3.6% |
| 6M | -6.7% | -15.1% | +8.4% | -5.9% |
| YTD | +0.6% | -15.1% | +15.7% | +1.3% |
| 1Y | +5.6% | +2.3% | +3.3% | +5.3% |
| 3Y | +110.3% | -23.7% | +134.0% | +112.1% |
| 5Y | +114.3% | -38.9% | +153.2% | +117.8% |
| 10Y | +67.7% | +49.9% | +17.7% | +63.3% |
| All | +6,024.9% | +5,988.7% | +36.2% | +5,195.2% |
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