-12.1%
DOW vs BTI
+130.0%
-142.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -3.9% | -1.1% | -2.9% | -3.6% |
| 3M | -12.7% | -8.8% | -3.9% | -9.6% |
| 6M | -13.7% | -4.0% | -9.7% | -13.4% |
| YTD | +28.4% | +0.4% | +28.0% | +25.5% |
| 1Y | +21.8% | +1.9% | +19.8% | +17.8% |
| 3Y | -35.7% | +108.5% | -144.2% | -59.5% |
| 5Y | -36.8% | +118.5% | -155.4% | -62.8% |
| All | -12.1% | +130.0% | -142.1% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling