-12.8%
DT vs BTI
+149.4%
-162.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | +3.1% | +1.6% | +1.5% | +3.3% |
| 30D | -29.5% | +9.2% | -38.8% | -28.7% |
| 3M | -11.7% | +9.6% | -21.4% | -10.7% |
| 6M | +29.0% | -2.4% | +31.4% | +28.6% |
| YTD | +3.4% | +14.2% | -10.9% | +4.7% |
| 1Y | -4.2% | +20.3% | -24.5% | -2.9% |
| 3Y | -12.8% | +147.4% | -160.3% | -10.6% |
| All | -12.8% | +149.4% | -162.3% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling