+4.8%
BITO vs TEM
+47.5%
-42.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | -8.7% | +5.2% | -2.1% |
| 30D | +21.4% | +8.1% | +13.4% | +19.5% |
| 3M | +20.5% | +19.0% | +1.5% | +16.2% |
| 6M | +7.4% | +12.0% | -4.6% | +3.7% |
| YTD | -13.9% | -0.1% | -13.8% | -15.7% |
| 1Y | -35.1% | -33.5% | -1.5% | -32.9% |
| All | +4.8% | +47.5% | -42.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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