+143.8%
GOOGL vs BTI
+105.9%
+37.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | -1.9% | -2.4% | +0.6% | -1.7% |
| 30D | -7.5% | -4.8% | -2.7% | -7.2% |
| 3M | -9.2% | -8.1% | -1.1% | -8.7% |
| 6M | +8.1% | -4.2% | +12.3% | +8.3% |
| YTD | +5.8% | -1.3% | +7.1% | +6.0% |
| 1Y | +38.3% | +2.1% | +36.2% | +38.4% |
| All | +143.8% | +105.9% | +37.8% | +124.2% |
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