+6.5%
GOOGL vs BTI
+18.0%
-11.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | +3.9% | +1.6% | +2.2% | +3.8% |
| 30D | -14.9% | +9.2% | -24.2% | -15.7% |
| 3M | -14.6% | +9.6% | -24.2% | -15.5% |
| 6M | -26.4% | -2.4% | -24.0% | -25.4% |
| YTD | -5.3% | +14.2% | -19.6% | -7.3% |
| 1Y | +6.5% | +20.3% | -13.8% | +3.7% |
| All | +6.5% | +18.0% | -11.6% | +3.7% |
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 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