+144.0%
BTI vs PL
+540.6%
-396.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | -3.2% | +22.3% | -25.5% | -3.3% |
| 30D | +9.7% | -8.3% | +18.0% | +9.8% |
| 3M | +11.1% | -43.3% | +54.3% | +11.6% |
| 6M | -1.2% | -65.8% | +64.6% | -0.1% |
| YTD | +12.7% | -29.5% | +42.2% | +12.0% |
| 1Y | +15.8% | +11.7% | +4.1% | +13.8% |
| All | +144.0% | +540.6% | -396.5% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling