+112.1%
BTI vs THC
+253.4%
-141.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -1.4% | -2.6% | +1.2% | -1.2% |
| 30D | -7.0% | -1.2% | -5.9% | -7.0% |
| 3M | -6.3% | +58.9% | -65.2% | -9.0% |
| 6M | -2.0% | +9.3% | -11.3% | -3.1% |
| YTD | +0.2% | +30.4% | -30.2% | -1.9% |
| 1Y | +3.8% | +34.6% | -30.8% | +1.4% |
| 3Y | +112.1% | +246.7% | -134.6% | +73.5% |
| All | +112.1% | +253.4% | -141.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling