+108.2%
T vs BTI
+113.6%
-5.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.5% | -1.4% | -0.2% | -1.2% |
| 30D | +7.6% | -7.0% | +14.7% | +9.7% |
| 3M | +15.3% | -6.3% | +21.6% | +17.3% |
| 6M | -8.5% | -2.0% | -6.5% | -8.0% |
| YTD | +6.8% | +0.2% | +6.6% | +6.3% |
| 1Y | -7.2% | +3.8% | -11.0% | -8.7% |
| 3Y | +108.2% | +112.1% | -3.8% | +69.2% |
| All | +108.2% | +113.6% | -5.4% | +69.2% |
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