+51.9%
DOW vs BTI
+24.7%
+27.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -3.5% |
| 7D | -4.2% | +5.3% | -9.5% | -4.6% |
| 30D | +14.7% | +19.1% | -4.4% | +13.3% |
| 3M | +9.1% | +6.5% | +2.6% | +8.3% |
| 6M | -17.7% | +9.4% | -27.1% | -18.2% |
| YTD | +44.6% | +14.4% | +30.2% | +38.3% |
| 1Y | +51.9% | +23.9% | +28.0% | +43.9% |
| All | +51.9% | +24.7% | +27.2% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling