+117.6%
DT vs BTI
+150.6%
-33.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | +2.0% | -6.6% | +8.7% | +3.6% |
| 3M | +20.0% | -3.0% | +23.0% | +20.4% |
| 6M | +39.3% | -6.7% | +46.0% | +40.3% |
| YTD | +19.8% | +0.6% | +19.2% | +17.6% |
| 1Y | +4.3% | +5.6% | -1.3% | +0.6% |
| 3Y | +7.7% | +110.3% | -102.6% | -19.8% |
| 5Y | -26.8% | +114.3% | -141.1% | -46.9% |
| All | +117.6% | +150.6% | -33.0% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling