+154.4%
BTI vs PL
+31.5%
+122.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +1.6% | +10.0% | -8.4% | +1.5% |
| 30D | +9.2% | -2.3% | +11.5% | +9.2% |
| 3M | +9.6% | -44.2% | +53.8% | +10.6% |
| 6M | -2.4% | -66.1% | +63.7% | -0.8% |
| YTD | +14.2% | -30.0% | +44.2% | +13.6% |
| 1Y | +20.3% | +21.0% | -0.7% | +17.7% |
| 3Y | +147.4% | +516.5% | -369.1% | +123.8% |
| All | +154.4% | +31.5% | +122.8% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling