+272.1%
C vs BTI
+105.9%
+166.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +2.6% | -2.4% | +5.0% | +2.8% |
| 30D | +1.9% | -4.8% | +6.7% | +2.4% |
| 3M | +2.8% | -8.1% | +10.9% | +3.4% |
| 6M | +30.6% | -4.2% | +34.7% | +30.1% |
| YTD | +19.9% | -1.3% | +21.2% | +19.0% |
| 1Y | +44.6% | +2.1% | +42.4% | +42.7% |
| All | +272.1% | +105.9% | +166.2% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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