-10.4%
DOW vs BTI
+129.6%
-140.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.9% | -1.4% | -1.5% | -2.3% |
| 30D | +2.0% | -7.0% | +9.0% | +5.1% |
| 3M | -12.5% | -6.3% | -6.2% | -10.6% |
| 6M | -9.2% | -2.0% | -7.2% | -9.8% |
| YTD | +30.8% | +0.2% | +30.6% | +27.9% |
| 1Y | +29.4% | +3.8% | +25.6% | +24.1% |
| 3Y | -34.6% | +112.1% | -146.6% | -59.3% |
| 5Y | -35.9% | +113.6% | -149.6% | -61.6% |
| All | -10.4% | +129.6% | -140.1% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling