-10.6%
BITO vs TD
+101.8%
-112.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.9% |
| 7D | -5.8% | -2.6% | -3.2% | -4.2% |
| 30D | +21.1% | -1.0% | +22.1% | +21.6% |
| 3M | +23.5% | +5.6% | +17.9% | +18.5% |
| 6M | +8.3% | +27.1% | -18.8% | -8.6% |
| YTD | -13.9% | +29.4% | -43.3% | -28.0% |
| 1Y | -34.5% | +60.7% | -95.2% | -52.5% |
| 3Y | +147.0% | +127.6% | +19.4% | +38.8% |
| All | -10.6% | +101.8% | -112.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling