+63.7%
T vs BTI
+145.1%
-81.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -1.1% | +9.6% | -10.7% | -3.5% |
| 3M | -7.7% | +8.3% | -16.1% | -9.8% |
| 6M | -10.6% | +7.5% | -18.1% | -12.5% |
| YTD | -7.5% | +12.3% | -19.7% | -10.6% |
| 1Y | -7.4% | +16.2% | -23.6% | -11.5% |
| All | +63.7% | +145.1% | -81.4% | +32.4% |
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 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