+108.5%
BTI vs TRU
-1.3%
+109.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -1.1% | -2.0% | +1.0% | -1.0% |
| 3M | -8.8% | +18.4% | -27.2% | -9.2% |
| 6M | -4.0% | +8.9% | -12.8% | -4.3% |
| YTD | +0.4% | -8.9% | +9.3% | +0.7% |
| 1Y | +1.9% | -15.9% | +17.8% | +2.5% |
| 3Y | +108.5% | -1.1% | +109.6% | +116.3% |
| All | +108.5% | -1.3% | +109.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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