-28.4%
DT vs BTI
+113.9%
-142.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | +0.1% | -4.8% | +4.8% | +0.3% |
| 3M | +24.1% | -8.1% | +32.2% | +24.6% |
| 6M | +30.1% | -4.2% | +34.3% | +29.8% |
| YTD | +16.8% | -1.3% | +18.0% | +15.6% |
| 1Y | -0.1% | +2.1% | -2.2% | -1.7% |
| 3Y | +6.8% | +108.9% | -102.1% | -11.0% |
| 5Y | -28.4% | +114.5% | -142.8% | -38.0% |
| All | -28.4% | +113.9% | -142.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling