-29.9%
BITO vs TD
+64.8%
-94.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | +22.6% | +0.4% | +22.2% | +22.0% |
| 3M | +24.7% | +7.6% | +17.0% | +16.3% |
| 6M | +7.5% | +25.0% | -17.5% | -14.3% |
| YTD | -10.8% | +31.0% | -41.8% | -31.6% |
| 1Y | -29.9% | +65.2% | -95.1% | -49.2% |
| All | -29.9% | +64.8% | -94.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling