+131.9%
BTI vs P
+652.0%
-520.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +1.6% | +11.6% | -10.0% | +1.1% |
| 30D | +9.2% | -23.7% | +32.9% | +10.5% |
| 3M | +9.6% | -8.0% | +17.6% | +9.5% |
| 6M | -2.4% | +27.9% | -30.4% | -4.9% |
| YTD | +14.2% | +61.2% | -46.9% | +9.1% |
| 1Y | +20.3% | +28.6% | -8.3% | +16.3% |
| 3Y | +147.4% | +200.5% | -53.1% | +114.5% |
| 5Y | +155.4% | +282.9% | -127.5% | +111.2% |
| All | +131.9% | +652.0% | -520.1% | +72.2% |
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