+71.4%
BTI vs DD
+66.6%
+4.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.2% | -3.5% | +3.3% | +0.6% |
| 30D | -1.1% | -11.7% | +10.6% | +1.6% |
| 3M | -8.8% | -9.2% | +0.5% | -7.0% |
| 6M | -4.0% | -7.2% | +3.2% | -2.9% |
| YTD | +0.4% | +6.6% | -6.2% | -2.0% |
| 1Y | +1.9% | +32.0% | -30.1% | -5.5% |
| 3Y | +108.5% | +42.1% | +66.4% | +85.1% |
| 5Y | +118.5% | +58.1% | +60.5% | +84.3% |
| All | +71.4% | +66.6% | +4.9% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling