+124.2%
BTI vs M
-5.1%
+129.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -3.0% | -3.3% | +0.3% | -2.8% |
| 30D | +9.8% | +8.1% | +1.7% | +9.0% |
| 3M | +9.2% | +2.2% | +7.0% | +8.8% |
| 6M | +4.0% | +35.1% | -31.1% | +1.2% |
| YTD | +12.7% | +15.8% | -3.1% | +10.7% |
| 1Y | +15.9% | +25.8% | -9.9% | +13.0% |
| 3Y | +148.9% | +156.2% | -7.3% | +122.1% |
| 5Y | +152.8% | -2.4% | +155.1% | +140.6% |
| 10Y | +124.2% | -7.1% | +131.3% | +77.7% |
| All | +124.2% | -5.1% | +129.4% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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