+64.2%
T vs BTI
+113.9%
-49.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.3% |
| 30D | +4.6% | -4.8% | +9.3% | +6.2% |
| 3M | +12.2% | -8.1% | +20.3% | +15.1% |
| 6M | -6.5% | -4.2% | -2.3% | -5.5% |
| YTD | +4.9% | -1.3% | +6.2% | +4.6% |
| 1Y | -10.5% | +2.1% | -12.6% | -11.9% |
| 3Y | +104.6% | +108.9% | -4.3% | +55.3% |
| 5Y | +64.2% | +114.5% | -50.3% | +10.9% |
| All | +64.2% | +113.9% | -49.7% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling