+118.3%
BTI vs IT
-42.9%
+161.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.4% |
| 7D | -0.2% | -3.7% | +3.5% | 0.0% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | -8.8% | +20.7% | -29.5% | -10.0% |
| 6M | -4.0% | +12.0% | -15.9% | -5.1% |
| YTD | +0.4% | -28.8% | +29.2% | +2.3% |
| 1Y | +1.9% | -25.5% | +27.4% | +3.3% |
| 3Y | +108.5% | -48.8% | +157.3% | +115.1% |
| All | +118.3% | -42.9% | +161.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling