-6.4%
T vs BTI
+24.7%
-31.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.0% |
| 7D | +5.5% | +5.3% | +0.2% | +3.8% |
| 30D | -8.9% | +19.1% | -28.0% | -13.3% |
| 3M | -5.6% | +6.5% | -12.1% | -7.6% |
| 6M | -14.3% | +9.4% | -23.7% | -16.1% |
| YTD | -7.9% | +14.4% | -22.3% | -10.7% |
| 1Y | -6.4% | +23.9% | -30.3% | -11.4% |
| All | -6.4% | +24.7% | -31.1% | -11.4% |
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