+6,763.3%
BTI vs THC
+573.0%
+6,190.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -3.0% | +0.2% | -3.3% | -3.1% |
| 30D | +9.8% | +9.0% | +0.8% | +8.9% |
| 3M | +9.2% | +12.9% | -3.7% | +8.0% |
| 6M | +4.0% | +52.8% | -48.8% | +0.2% |
| YTD | +12.7% | +47.4% | -34.7% | +8.5% |
| 1Y | +15.9% | +47.7% | -31.8% | +11.5% |
| 3Y | +148.9% | +444.7% | -295.7% | +111.9% |
| 5Y | +152.8% | +269.3% | -116.5% | +117.9% |
| 10Y | +124.2% | +1,913.5% | -1,789.3% | +56.5% |
| All | +6,763.3% | +573.0% | +6,190.3% | +3,991.5% |
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 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