+156.8%
BITO vs TCOM
+8.0%
+148.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.4% | -4.9% | +1.5% | -2.8% |
| 30D | +21.4% | -14.4% | +35.8% | +24.0% |
| 3M | +20.5% | -17.7% | +38.2% | +23.5% |
| 6M | +7.4% | -25.1% | +32.5% | +11.5% |
| YTD | -13.9% | -45.7% | +31.9% | -7.0% |
| 1Y | -35.1% | -47.9% | +12.8% | -29.5% |
| 3Y | +156.8% | +8.9% | +147.9% | +152.0% |
| All | +156.8% | +8.0% | +148.8% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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