+5,523.8%
BTI vs IT
+6,296.6%
-772.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.6% | +1.1% | +0.6% | +1.5% |
| 30D | +9.2% | -1.8% | +11.1% | +9.3% |
| 3M | +9.6% | +4.8% | +4.8% | +8.9% |
| 6M | -2.4% | +33.0% | -35.5% | -5.5% |
| YTD | +14.2% | -23.8% | +38.1% | +15.4% |
| 1Y | +20.3% | -16.5% | +36.8% | +20.5% |
| 3Y | +147.4% | -53.6% | +201.1% | +158.5% |
| 5Y | +155.4% | -42.1% | +197.6% | +159.4% |
| 10Y | +127.3% | +90.1% | +37.2% | +105.6% |
| All | +5,523.8% | +6,296.6% | -772.8% | +3,861.3% |
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