+5,970.6%
BTI vs DTE
+3,444.9%
+2,525.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.3% |
| 30D | -3.4% | -2.4% | -1.0% | -2.6% |
| 3M | -9.0% | -7.3% | -1.7% | -6.5% |
| 6M | -5.0% | -7.6% | +2.6% | -2.3% |
| YTD | -0.3% | +5.8% | -6.1% | -2.4% |
| 1Y | +3.1% | +2.3% | +0.8% | +2.1% |
| 3Y | +111.0% | +45.0% | +65.9% | +83.1% |
| 5Y | +117.0% | +33.2% | +83.8% | +92.4% |
| 10Y | +73.9% | +141.4% | -67.5% | +21.1% |
| All | +5,970.6% | +3,444.9% | +2,525.8% | +1,749.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 all: compounded portfolio wealth divided by compounded DTE 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…
all analysis · Full analysis span regression · 6 months rolling