+71.4%
BTI vs RSG
+428.9%
-357.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.1% | +4.0% | -5.0% | -2.6% |
| 3M | -8.8% | +7.4% | -16.1% | -11.3% |
| 6M | -4.0% | +0.1% | -4.1% | -4.2% |
| YTD | +0.4% | +6.0% | -5.7% | -2.3% |
| 1Y | +1.9% | -3.0% | +4.9% | +2.6% |
| 3Y | +108.5% | +56.5% | +52.0% | +70.5% |
| 5Y | +118.5% | +90.9% | +27.6% | +60.2% |
| All | +71.4% | +428.9% | -357.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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