-10.6%
BITO vs TDG
+114.2%
-124.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -3.4% | -1.9% | -1.6% | -2.6% |
| 30D | +21.4% | -7.7% | +29.1% | +25.8% |
| 3M | +20.5% | -9.3% | +29.8% | +25.3% |
| 6M | +7.4% | -9.4% | +16.8% | +10.7% |
| YTD | -13.9% | -14.3% | +0.4% | -8.9% |
| 1Y | -35.1% | -11.8% | -23.2% | -32.7% |
| 3Y | +156.8% | +52.0% | +104.9% | +72.5% |
| All | -10.6% | +114.2% | -124.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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