+105.1%
BTI vs RGEN
+2.1%
+103.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | -2.4% | -4.6% | +2.1% | -2.4% |
| 30D | -4.8% | +1.2% | -5.9% | -4.8% |
| 3M | -8.1% | +26.8% | -34.9% | -8.4% |
| 6M | -4.2% | +29.1% | -33.2% | -4.5% |
| YTD | -1.3% | +0.7% | -2.0% | -1.1% |
| 1Y | +2.1% | +39.1% | -36.9% | +1.4% |
| All | +105.1% | +2.1% | +103.0% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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