+135.1%
BTI vs S
-51.5%
+186.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.2% | 0.0% |
| 7D | -3.2% | +4.1% | -7.3% | -3.2% |
| 30D | +9.7% | -7.2% | +16.8% | +9.7% |
| 3M | +11.1% | 0.0% | +11.1% | +11.0% |
| 6M | -1.2% | +41.6% | -42.8% | -1.1% |
| YTD | +12.7% | +48.6% | -35.9% | +12.8% |
| 1Y | +15.8% | +30.0% | -14.2% | +15.9% |
| 3Y | +148.9% | +42.2% | +106.7% | +148.5% |
| 5Y | +151.9% | -70.8% | +222.7% | +147.1% |
| All | +135.1% | -51.5% | +186.6% | +141.4% |
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