+113.6%
BTI vs M
+24.8%
+88.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -1.4% | +2.4% | -3.7% | -1.5% |
| 30D | -7.0% | -11.6% | +4.6% | -6.4% |
| 3M | -6.3% | +1.6% | -7.9% | -6.5% |
| 6M | -2.0% | +25.2% | -27.2% | -3.4% |
| YTD | +0.2% | +3.8% | -3.6% | -0.2% |
| 1Y | +3.8% | +36.3% | -32.6% | +1.6% |
| 3Y | +112.1% | +116.3% | -4.3% | +97.1% |
| 5Y | +113.6% | +28.2% | +85.4% | +99.6% |
| All | +113.6% | +24.8% | +88.8% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling