+71.4%
BTI vs TEVA
-22.9%
+94.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -0.2% | +2.0% | -2.2% | -0.4% |
| 30D | -1.1% | +1.0% | -2.0% | -1.2% |
| 3M | -8.8% | +7.3% | -16.1% | -9.6% |
| 6M | -4.0% | +21.7% | -25.7% | -6.2% |
| YTD | +0.4% | +18.8% | -18.5% | -1.8% |
| 1Y | +1.9% | +86.5% | -84.5% | -5.1% |
| 3Y | +108.5% | +269.4% | -160.9% | +76.1% |
| 5Y | +118.5% | +303.6% | -185.1% | +79.1% |
| All | +71.4% | -22.9% | +94.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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