+147.4%
BTI vs TSN
+41.9%
+105.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.6% | -1.4% | +3.1% | +2.0% |
| 30D | +9.2% | +8.5% | +0.7% | +7.4% |
| 3M | +9.6% | +5.3% | +4.4% | +8.3% |
| 6M | -2.4% | -10.5% | +8.0% | -0.9% |
| YTD | +14.2% | +3.0% | +11.3% | +12.9% |
| 1Y | +20.3% | +12.1% | +8.2% | +16.9% |
| 3Y | +147.4% | +43.1% | +104.3% | +122.0% |
| All | +147.4% | +41.9% | +105.5% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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