-10.4%
TSCO vs BTI
+118.0%
-128.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -8.8% | -1.1% | -7.7% | -8.5% |
| 3M | +6.3% | -8.8% | +15.1% | +8.4% |
| 6M | -32.3% | -4.0% | -28.3% | -31.9% |
| YTD | -32.7% | +0.4% | -33.1% | -33.1% |
| 1Y | -43.7% | +1.9% | -45.6% | -44.2% |
| 3Y | -19.7% | +108.5% | -128.2% | -33.2% |
| All | -10.4% | +118.0% | -128.4% | -21.2% |
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 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