+107.1%
BTI vs DD
+41.5%
+65.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | -2.0% | -2.9% | +0.9% | -1.8% |
| 30D | -3.4% | -11.5% | +8.1% | -2.7% |
| 3M | -9.0% | -5.4% | -3.6% | -8.7% |
| 6M | -5.0% | -6.9% | +1.9% | -4.7% |
| YTD | -0.3% | +6.9% | -7.2% | -0.8% |
| 1Y | +3.1% | +35.6% | -32.5% | +1.5% |
| All | +107.1% | +41.5% | +65.6% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling