+72.2%
BTI vs CAPR
-77.3%
+149.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -2.4% | -12.6% | +10.2% | -2.4% |
| 30D | -4.8% | +124.4% | -129.2% | -5.0% |
| 3M | -8.1% | -66.8% | +58.7% | -8.0% |
| 6M | -4.2% | -71.8% | +67.6% | -4.0% |
| YTD | -1.3% | -70.1% | +68.8% | -1.2% |
| 1Y | +2.1% | +33.3% | -31.2% | +1.1% |
| 3Y | +108.9% | +36.7% | +72.2% | +104.7% |
| 5Y | +114.5% | +72.5% | +42.0% | +109.0% |
| 10Y | +72.2% | -77.3% | +149.5% | +64.2% |
| All | +72.2% | -77.3% | +149.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling