+1,029.4%
BTI vs MKTX
+1,443.5%
-414.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -3.4% | +0.8% | -4.3% | -3.5% |
| 3M | -9.0% | +41.1% | -50.1% | -13.4% |
| 6M | -5.0% | -9.5% | +4.5% | -4.5% |
| YTD | -0.3% | -8.7% | +8.4% | 0.0% |
| 1Y | +3.1% | -10.0% | +13.1% | +3.5% |
| 3Y | +111.0% | -24.6% | +135.6% | +113.7% |
| 5Y | +117.0% | -60.3% | +177.3% | +135.2% |
| 10Y | +73.9% | +5.0% | +68.9% | +62.1% |
| All | +1,029.4% | +1,443.5% | -414.1% | +586.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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