+99.4%
BTI vs P
+485.4%
-386.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -1.4% | +6.5% | -7.9% | -1.8% |
| 30D | -6.6% | +18.8% | -25.4% | -7.7% |
| 3M | -3.0% | +26.7% | -29.7% | -4.8% |
| 6M | -6.7% | +62.2% | -68.9% | -10.3% |
| YTD | +0.6% | +48.5% | -47.9% | -3.0% |
| 1Y | +5.6% | +26.4% | -20.8% | +2.4% |
| 3Y | +110.3% | +159.4% | -49.1% | +85.9% |
| 5Y | +114.3% | +275.8% | -161.5% | +78.6% |
| 10Y | +67.7% | +732.0% | -664.4% | +21.8% |
| All | +99.4% | +485.4% | -386.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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