+6,024.9%
BTI vs THC
+508.9%
+5,516.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -6.6% | +1.3% | -7.9% | -6.7% |
| 3M | -3.0% | +64.2% | -67.2% | -7.1% |
| 6M | -6.7% | +8.3% | -14.9% | -7.6% |
| YTD | +0.6% | +33.4% | -32.8% | -2.3% |
| 1Y | +5.6% | +37.7% | -32.1% | +2.1% |
| 3Y | +110.3% | +236.8% | -126.5% | +86.2% |
| 5Y | +114.3% | +249.3% | -135.0% | +85.5% |
| 10Y | +67.7% | +995.2% | -927.6% | +22.5% |
| All | +6,024.9% | +508.9% | +5,516.0% | +3,584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling