+105.1%
BTI vs S
+13.6%
+91.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | -4.8% | -12.6% | +7.8% | -5.0% |
| 3M | -8.1% | +27.6% | -35.7% | -7.5% |
| 6M | -4.2% | +35.5% | -39.7% | -3.3% |
| YTD | -1.3% | +29.6% | -30.9% | -0.4% |
| 1Y | +2.1% | +8.1% | -6.0% | +2.8% |
| All | +105.1% | +13.6% | +91.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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