+99.3%
BTI vs TRU
+226.0%
-126.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.4% | -6.5% | +4.1% | -1.4% |
| 30D | -4.8% | -2.5% | -2.3% | -4.4% |
| 3M | -8.1% | +10.4% | -18.5% | -9.7% |
| 6M | -4.2% | +1.6% | -5.8% | -4.9% |
| YTD | -1.3% | -9.7% | +8.4% | -0.6% |
| 1Y | +2.1% | -17.3% | +19.4% | +4.1% |
| 3Y | +108.9% | -1.8% | +110.7% | +98.7% |
| 5Y | +114.5% | -36.2% | +150.7% | +122.7% |
| 10Y | +72.2% | +143.2% | -71.0% | +24.9% |
| All | +99.3% | +226.0% | -126.7% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling