+142.7%
BTI vs TXG
+24.6%
+118.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.5% |
| 7D | -2.4% | +9.1% | -11.6% | -2.6% |
| 30D | -4.8% | +14.9% | -19.7% | -5.1% |
| 3M | -8.1% | +120.0% | -128.1% | -10.0% |
| 6M | -4.2% | +221.8% | -226.0% | -7.5% |
| YTD | -1.3% | +312.6% | -313.9% | -5.6% |
| 1Y | +2.1% | +398.4% | -396.3% | -3.3% |
| 3Y | +108.9% | +42.1% | +66.8% | +106.2% |
| 5Y | +114.5% | -63.5% | +177.9% | +119.0% |
| All | +142.7% | +24.6% | +118.1% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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