+23.9%
BTI vs DD
+49.3%
-25.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.5% |
| 7D | +5.3% | +8.7% | -3.4% | +4.6% |
| 30D | +19.1% | +15.3% | +3.7% | +17.5% |
| 3M | +6.5% | +5.9% | +0.6% | +6.1% |
| 6M | +9.4% | +11.6% | -2.2% | +8.2% |
| YTD | +14.4% | +26.5% | -12.1% | +10.4% |
| 1Y | +23.9% | +35.4% | -11.5% | +17.3% |
| All | +23.9% | +49.3% | -25.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling