+114.5%
BTI vs ROP
-16.4%
+130.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | -2.4% | -6.1% | +3.7% | -1.6% |
| 30D | -4.8% | -3.4% | -1.4% | -4.3% |
| 3M | -8.1% | +16.7% | -24.8% | -10.0% |
| 6M | -4.2% | +8.1% | -12.2% | -5.3% |
| YTD | -1.3% | -11.7% | +10.4% | +0.7% |
| 1Y | +2.1% | -24.2% | +26.3% | +7.1% |
| 3Y | +108.9% | -19.0% | +127.9% | +114.3% |
| 5Y | +114.5% | -15.9% | +130.3% | +110.0% |
| All | +114.5% | -16.4% | +130.9% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling