+114.1%
DT vs BTG
+118.6%
-4.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.6% | -3.8% | +2.2% | -1.0% |
| 30D | +3.0% | +3.6% | -0.6% | +2.3% |
| 3M | +26.5% | +32.0% | -5.5% | +20.3% |
| 6M | +35.9% | +3.4% | +32.6% | +33.3% |
| YTD | +17.8% | +20.8% | -2.9% | +11.5% |
| 1Y | +4.1% | +22.4% | -18.4% | -2.8% |
| 3Y | +5.3% | +91.7% | -86.4% | -12.8% |
| 5Y | -27.2% | +79.0% | -106.2% | -40.2% |
| All | +114.1% | +118.6% | -4.4% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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