+142.2%
BTI vs M
+142.9%
-0.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -1.6% |
| 7D | -2.9% | +2.5% | -5.5% | -3.0% |
| 30D | +8.3% | +10.1% | -1.8% | +8.0% |
| 3M | +2.9% | -0.9% | +3.8% | +2.8% |
| 6M | +6.2% | +30.2% | -24.0% | +5.7% |
| YTD | +10.9% | +16.3% | -5.4% | +10.6% |
| 1Y | +16.6% | +27.0% | -10.4% | +16.0% |
| 3Y | +142.2% | +154.5% | -12.2% | +126.4% |
| All | +142.2% | +142.9% | -0.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling