+108.0%
BTI vs S
-56.9%
+164.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -3.4% | -11.8% | +8.4% | -3.4% |
| 3M | -9.0% | +33.9% | -42.9% | -8.9% |
| 6M | -5.0% | +40.1% | -45.1% | -4.9% |
| YTD | -0.3% | +32.1% | -32.4% | -0.2% |
| 1Y | +3.1% | +11.0% | -7.9% | +3.2% |
| 3Y | +111.0% | +16.9% | +94.0% | +110.7% |
| 5Y | +117.0% | -68.9% | +186.0% | +114.6% |
| All | +108.0% | -56.9% | +164.9% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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