+171.4%
BTI vs INDA
+109.8%
+61.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.5% |
| 30D | -4.8% | -2.9% | -1.8% | -3.7% |
| 3M | -8.1% | +2.4% | -10.5% | -9.0% |
| 6M | -4.2% | -2.6% | -1.6% | -3.5% |
| YTD | -1.3% | -10.0% | +8.7% | +2.3% |
| 1Y | +2.1% | -7.7% | +9.8% | +4.8% |
| 3Y | +108.9% | +8.9% | +100.0% | +99.4% |
| 5Y | +114.5% | +6.0% | +108.5% | +105.5% |
| 10Y | +72.2% | +84.4% | -12.2% | +29.5% |
| All | +171.4% | +109.8% | +61.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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