+71.4%
BTI vs QSR
+135.2%
-63.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.2% | -4.0% | +3.8% | +0.8% |
| 30D | -1.1% | +2.8% | -3.8% | -1.7% |
| 3M | -8.8% | +5.1% | -13.9% | -9.8% |
| 6M | -4.0% | +8.8% | -12.8% | -6.0% |
| YTD | +0.4% | +14.8% | -14.5% | -3.2% |
| 1Y | +1.9% | +25.7% | -23.8% | -4.0% |
| 3Y | +108.5% | +27.5% | +81.0% | +93.4% |
| 5Y | +118.5% | +41.3% | +77.3% | +95.5% |
| All | +71.4% | +135.2% | -63.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling