-26.7%
DT vs BTG
+75.0%
-101.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | -2.5% | -5.5% | +2.9% | -1.9% |
| 30D | +3.5% | +6.1% | -2.6% | +2.7% |
| 3M | +26.7% | +38.6% | -11.9% | +21.1% |
| 6M | +36.1% | +0.7% | +35.5% | +34.6% |
| YTD | +18.6% | +20.3% | -1.7% | +13.5% |
| 1Y | +7.9% | +25.0% | -17.2% | +1.5% |
| 3Y | +8.6% | +97.3% | -88.7% | -9.0% |
| 5Y | -26.7% | +78.3% | -105.0% | -35.8% |
| All | -26.7% | +75.0% | -101.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling