-36.6%
DT vs BTI
+153.9%
-190.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +3.1% | +1.6% | +1.5% | +3.0% |
| 30D | -29.5% | +9.2% | -38.8% | -29.9% |
| 3M | -11.7% | +9.6% | -21.4% | -12.3% |
| 6M | +29.0% | -2.4% | +31.4% | +29.2% |
| YTD | +3.4% | +14.2% | -10.9% | +1.3% |
| 1Y | -4.2% | +20.3% | -24.5% | -7.0% |
| 3Y | -12.8% | +147.4% | -160.3% | -29.4% |
| All | -36.6% | +153.9% | -190.5% | -48.5% |
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