-10.6%
BITO vs TD
+103.2%
-113.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.1% |
| 30D | +21.4% | -1.9% | +23.3% | +22.7% |
| 3M | +20.5% | +4.8% | +15.7% | +16.3% |
| 6M | +7.4% | +28.0% | -20.6% | -9.8% |
| YTD | -13.9% | +30.3% | -44.2% | -28.3% |
| 1Y | -35.1% | +59.8% | -94.8% | -52.7% |
| 3Y | +156.8% | +124.7% | +32.1% | +46.2% |
| All | -10.6% | +103.2% | -113.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling