+87.8%
DT vs BTI
+184.6%
-96.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +3.1% | +1.6% | +1.5% | +2.7% |
| 30D | -29.5% | +9.2% | -38.8% | -31.0% |
| 3M | -11.7% | +9.6% | -21.4% | -13.7% |
| 6M | +29.0% | -2.4% | +31.4% | +29.3% |
| YTD | +3.4% | +14.2% | -10.9% | -1.6% |
| 1Y | -4.2% | +20.3% | -24.5% | -10.3% |
| 3Y | -12.8% | +147.4% | -160.3% | -37.8% |
| 5Y | -39.6% | +155.4% | -195.0% | -58.3% |
| All | +87.8% | +184.6% | -96.8% | +28.9% |
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