-5.7%
DT vs BTI
+24.7%
-30.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | +0.3% |
| 7D | -25.5% | +5.3% | -30.8% | -24.5% |
| 30D | -22.3% | +19.1% | -41.4% | -18.7% |
| 3M | +2.3% | +6.5% | -4.2% | +3.6% |
| 6M | +20.7% | +9.4% | +11.3% | +24.2% |
| YTD | +7.9% | +14.4% | -6.5% | +11.6% |
| 1Y | -5.7% | +23.9% | -29.6% | -1.7% |
| All | -5.7% | +24.7% | -30.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling