+154.4%
BTI vs TAP
+0.6%
+153.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | +1.6% | +1.3% | +0.4% | +1.4% |
| 30D | +9.2% | +5.7% | +3.5% | +7.9% |
| 3M | +9.6% | -1.9% | +11.5% | +9.9% |
| 6M | -2.4% | +0.9% | -3.4% | -2.8% |
| YTD | +14.2% | -9.5% | +23.7% | +15.5% |
| 1Y | +20.3% | -9.0% | +29.3% | +21.4% |
| 3Y | +147.4% | -22.2% | +169.7% | +154.5% |
| All | +154.4% | +0.6% | +153.7% | +137.8% |
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