+6.2%
BITO vs TEM
+53.2%
-47.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.4% |
| 7D | +1.1% | -1.1% | +2.1% | +1.2% |
| 30D | +21.8% | +11.3% | +10.5% | +19.4% |
| 3M | +25.0% | +25.5% | -0.5% | +19.6% |
| 6M | +11.3% | +17.1% | -5.8% | +6.8% |
| YTD | -12.7% | +3.8% | -16.5% | -15.0% |
| 1Y | -32.3% | -24.4% | -7.9% | -31.3% |
| All | +6.2% | +53.2% | -47.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling