+6,012.7%
BTI vs TEVA
+7,037.9%
-1,025.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.5% |
| 6M | -4.0% | +21.7% | -25.7% | -6.0% |
| YTD | +0.4% | +18.8% | -18.5% | -1.6% |
| 1Y | +1.9% | +86.5% | -84.5% | -4.5% |
| 3Y | +108.5% | +269.4% | -160.9% | +80.0% |
| 5Y | +118.5% | +303.6% | -185.1% | +84.1% |
| 10Y | +75.1% | -22.9% | +98.1% | +61.1% |
| All | +6,012.7% | +7,037.9% | -1,025.2% | +3,991.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling