+156.8%
BITO vs TDY
+46.9%
+109.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | +21.4% | -12.0% | +33.5% | +27.5% |
| 3M | +20.5% | -3.2% | +23.7% | +21.2% |
| 6M | +7.4% | -7.9% | +15.3% | +10.1% |
| YTD | -13.9% | +18.2% | -32.1% | -20.7% |
| 1Y | -35.1% | +6.7% | -41.7% | -37.6% |
| 3Y | +156.8% | +47.5% | +109.3% | +129.3% |
| All | +156.8% | +46.9% | +109.9% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling