-17.0%
TEAM vs BTI
+105.9%
-122.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -4.7% | -2.4% | -2.2% | -4.8% |
| 30D | +17.0% | -4.8% | +21.8% | +16.6% |
| 3M | +85.9% | -8.1% | +94.0% | +85.1% |
| 6M | +116.7% | -4.2% | +120.8% | +115.7% |
| YTD | +9.6% | -1.3% | +10.9% | +8.6% |
| 1Y | -2.5% | +2.1% | -4.7% | -3.8% |
| All | -17.0% | +105.9% | -122.9% | -31.4% |
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