+156.8%
BITO vs TFC
+92.6%
+64.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -5.8% | -2.5% | -3.3% | -4.8% |
| 30D | +21.1% | -2.8% | +24.0% | +22.4% |
| 3M | +23.5% | +2.1% | +21.4% | +21.5% |
| 6M | +8.3% | +10.1% | -1.8% | +2.2% |
| YTD | -13.9% | +5.4% | -19.3% | -17.1% |
| 1Y | -34.5% | +16.3% | -50.9% | -40.2% |
| All | +156.8% | +92.6% | +64.3% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling