+153.2%
BTI vs S
-67.7%
+221.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.1% |
| 30D | +9.6% | -10.8% | +20.4% | +9.6% |
| 3M | +8.3% | +5.4% | +2.9% | +8.3% |
| 6M | +7.5% | +41.2% | -33.7% | +7.4% |
| YTD | +12.3% | +56.2% | -43.9% | +12.2% |
| 1Y | +16.2% | +36.3% | -20.1% | +16.2% |
| 3Y | +148.0% | +49.4% | +98.6% | +146.6% |
| 5Y | +153.2% | -66.9% | +220.1% | +153.9% |
| All | +153.2% | -67.7% | +221.0% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling