+113.6%
BTI vs TAP
0.0%
+113.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.5% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | -7.0% | -9.4% | +2.4% | -5.2% |
| 3M | -6.3% | -0.8% | -5.5% | -6.1% |
| 6M | -2.0% | -14.7% | +12.8% | +0.7% |
| YTD | +0.2% | -13.9% | +14.1% | +2.5% |
| 1Y | +3.8% | -18.6% | +22.4% | +7.2% |
| 3Y | +112.1% | -32.0% | +144.1% | +125.4% |
| 5Y | +113.6% | -1.0% | +114.6% | +99.0% |
| All | +113.6% | 0.0% | +113.6% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling