+157.0%
BTI vs PL
+20.8%
+136.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.4% | -13.8% | -3.6% |
| 7D | -1.0% | -6.8% | +5.8% | -0.9% |
| 30D | +13.0% | -29.3% | +42.3% | +13.5% |
| 3M | +5.3% | -44.8% | +50.1% | +6.2% |
| 6M | +5.3% | -68.4% | +73.7% | +7.2% |
| YTD | +12.4% | -36.4% | +48.7% | +12.0% |
| 1Y | +18.9% | +0.7% | +18.2% | +16.8% |
| 3Y | +144.0% | +455.3% | -311.3% | +121.1% |
| All | +157.0% | +20.8% | +136.2% | +138.3% |
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