+70.3%
BTI vs TAP
-50.5%
+120.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | -5.3% | +3.3% | -0.6% |
| 30D | -3.4% | -7.4% | +3.9% | -1.5% |
| 3M | -9.0% | -4.9% | -4.1% | -7.8% |
| 6M | -5.0% | -14.2% | +9.2% | -1.4% |
| YTD | -0.3% | -14.8% | +14.5% | +3.3% |
| 1Y | +3.1% | -18.1% | +21.2% | +7.7% |
| 3Y | +111.0% | -32.7% | +143.7% | +129.0% |
| 5Y | +117.0% | -0.5% | +117.5% | +105.0% |
| All | +70.3% | -50.5% | +120.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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