-10.6%
BITO vs TEL
+55.4%
-65.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -2.0% |
| 7D | -3.4% | +1.6% | -5.0% | -4.3% |
| 30D | +21.4% | -0.7% | +22.1% | +21.5% |
| 3M | +20.5% | +2.4% | +18.1% | +17.9% |
| 6M | +7.4% | +4.1% | +3.3% | +1.7% |
| YTD | -13.9% | -5.8% | -8.0% | -13.7% |
| 1Y | -35.1% | +0.9% | -35.9% | -38.1% |
| 3Y | +156.8% | +72.6% | +84.2% | +60.3% |
| All | -10.6% | +55.4% | -65.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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