+72.2%
BTI vs P
+694.3%
-622.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.3% |
| 7D | -2.4% | +5.0% | -7.4% | -2.7% |
| 30D | -4.8% | -0.9% | -3.8% | -4.8% |
| 3M | -8.1% | +38.7% | -46.8% | -10.3% |
| 6M | -4.2% | +54.4% | -58.6% | -7.5% |
| YTD | -1.3% | +44.8% | -46.1% | -4.5% |
| 1Y | +2.1% | +22.5% | -20.4% | -0.6% |
| 3Y | +108.9% | +148.2% | -39.3% | +85.4% |
| 5Y | +114.5% | +268.9% | -154.4% | +78.5% |
| 10Y | +72.2% | +696.9% | -624.6% | +25.8% |
| All | +72.2% | +694.3% | -622.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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