+108.3%
BTI vs QSR
+206.0%
-97.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -2.4% | -2.4% | -0.1% | -1.9% |
| 30D | -4.8% | +5.7% | -10.5% | -6.1% |
| 3M | -8.1% | +6.9% | -15.1% | -9.6% |
| 6M | -4.2% | +6.9% | -11.1% | -5.9% |
| YTD | -1.3% | +14.9% | -16.2% | -4.9% |
| 1Y | +2.1% | +29.1% | -27.0% | -4.5% |
| 3Y | +108.9% | +26.1% | +82.8% | +94.2% |
| 5Y | +114.5% | +42.3% | +72.2% | +91.5% |
| 10Y | +72.2% | +134.0% | -61.7% | +29.9% |
| All | +108.3% | +206.0% | -97.7% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling