+112.1%
BTI vs ROP
-18.5%
+130.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -1.4% | -5.4% | +4.0% | -0.8% |
| 30D | -7.0% | -1.6% | -5.4% | -6.9% |
| 3M | -6.3% | +18.8% | -25.2% | -7.7% |
| 6M | -2.0% | +8.2% | -10.2% | -2.6% |
| YTD | +0.2% | -10.5% | +10.7% | +2.2% |
| 1Y | +3.8% | -23.7% | +27.5% | +8.8% |
| 3Y | +112.1% | -17.9% | +129.9% | +105.0% |
| All | +112.1% | -18.5% | +130.6% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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