+1,622.6%
T vs BTI
+6,890.1%
-5,267.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +2.5% | +1.6% | +0.9% | +2.1% |
| 30D | -3.8% | +9.2% | -13.0% | -5.7% |
| 3M | -8.7% | +9.6% | -18.4% | -10.7% |
| 6M | -8.1% | -2.4% | -5.7% | -7.7% |
| YTD | -6.4% | +14.2% | -20.7% | -9.7% |
| 1Y | -9.8% | +20.3% | -30.1% | -13.9% |
| 3Y | +65.5% | +147.4% | -81.9% | +32.9% |
| 5Y | +57.0% | +155.4% | -98.5% | +24.6% |
| 10Y | +60.8% | +127.3% | -66.5% | +27.8% |
| All | +1,622.6% | +6,890.1% | -5,267.5% | +683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling