+6,092.6%
BTI vs M
+396.5%
+5,696.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -1.4% | +4.7% | -6.1% | -1.9% |
| 30D | -6.6% | -9.6% | +3.0% | -5.7% |
| 3M | -3.0% | +0.9% | -3.8% | -3.2% |
| 6M | -6.7% | +22.3% | -28.9% | -9.0% |
| YTD | +0.6% | +6.5% | -6.0% | -0.7% |
| 1Y | +5.6% | +38.8% | -33.2% | +1.3% |
| 3Y | +110.3% | +115.9% | -5.6% | +86.9% |
| 5Y | +114.3% | +28.6% | +85.6% | +94.2% |
| 10Y | +67.7% | -2.5% | +70.2% | +41.9% |
| All | +6,092.6% | +396.5% | +5,696.1% | +3,584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling