+115.6%
DT vs BTI
+148.3%
-32.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -2.5% | -2.0% | -0.6% | -2.1% |
| 30D | +3.5% | -3.4% | +7.0% | +4.4% |
| 3M | +26.7% | -9.0% | +35.7% | +29.1% |
| 6M | +36.1% | -5.0% | +41.2% | +36.5% |
| YTD | +18.6% | -0.3% | +19.0% | +16.7% |
| 1Y | +7.9% | +3.1% | +4.8% | +4.8% |
| 3Y | +8.6% | +111.0% | -102.4% | -19.3% |
| 5Y | -26.7% | +117.0% | -143.7% | -47.2% |
| All | +115.6% | +148.3% | -32.7% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling