+110.9%
DT vs BTG
+120.6%
-9.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -2.7% |
| 7D | -4.9% | +4.8% | -9.7% | -5.5% |
| 30D | +2.7% | +8.3% | -5.7% | +1.3% |
| 3M | +20.0% | +32.3% | -12.3% | +14.1% |
| 6M | +28.0% | +3.0% | +25.1% | +25.6% |
| YTD | +16.0% | +21.9% | -5.9% | +9.7% |
| 1Y | +0.7% | +28.2% | -27.4% | -6.7% |
| 3Y | +6.2% | +99.9% | -93.7% | -12.9% |
| 5Y | -28.1% | +73.6% | -101.7% | -40.6% |
| All | +110.9% | +120.6% | -9.7% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling