-10.6%
BITO vs TCOM
+25.1%
-35.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | -4.9% | +1.5% | -2.3% |
| 30D | +21.4% | -14.4% | +35.8% | +25.8% |
| 3M | +20.5% | -17.7% | +38.2% | +25.6% |
| 6M | +7.4% | -25.1% | +32.5% | +14.3% |
| YTD | -13.9% | -45.7% | +31.9% | -1.8% |
| 1Y | -35.1% | -47.9% | +12.8% | -25.2% |
| 3Y | +156.8% | +8.9% | +147.9% | +130.1% |
| All | -10.6% | +25.1% | -35.7% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling