+4,850.6%
BTI vs IT
+6,105.9%
-1,255.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | -1.4% | -6.0% | +4.6% | -0.9% |
| 30D | -6.6% | 0.0% | -6.6% | -6.7% |
| 3M | -3.0% | +13.1% | -16.1% | -4.4% |
| 6M | -6.7% | +11.7% | -18.4% | -8.3% |
| YTD | +0.6% | -26.1% | +26.7% | +2.1% |
| 1Y | +5.6% | -21.3% | +26.8% | +6.3% |
| 3Y | +110.3% | -46.7% | +157.1% | +117.1% |
| 5Y | +114.3% | -40.5% | +154.8% | +117.3% |
| 10Y | +67.7% | +103.9% | -36.2% | +51.2% |
| All | +4,850.6% | +6,105.9% | -1,255.3% | +3,403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling