+6,012.7%
BTI vs NYT
+758.3%
+5,254.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -1.1% | +4.6% | -5.7% | -1.7% |
| 3M | -8.8% | -9.6% | +0.8% | -7.7% |
| 6M | -4.0% | -14.0% | +10.1% | -2.3% |
| YTD | +0.4% | -2.8% | +3.2% | +0.2% |
| 1Y | +1.9% | +15.6% | -13.7% | -0.7% |
| 3Y | +108.5% | +56.3% | +52.2% | +92.8% |
| 5Y | +118.5% | +39.5% | +79.0% | +102.1% |
| 10Y | +75.1% | +488.0% | -412.9% | +28.6% |
| All | +6,012.7% | +758.3% | +5,254.4% | +3,498.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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