-10.6%
BITO vs TFC
+2.8%
-13.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -2.4% | -1.0% | -2.6% |
| 30D | +21.4% | -3.4% | +24.8% | +22.7% |
| 3M | +20.5% | +0.4% | +20.1% | +19.7% |
| 6M | +7.4% | +12.7% | -5.3% | +1.9% |
| YTD | -13.9% | +5.6% | -19.5% | -16.4% |
| 1Y | -35.1% | +16.0% | -51.1% | -39.2% |
| 3Y | +156.8% | +94.0% | +62.8% | +105.5% |
| All | -10.6% | +2.8% | -13.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling