-9.4%
BITO vs TFC
+2.3%
-11.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | +21.8% | -2.3% | +24.1% | +22.6% |
| 3M | +25.0% | +2.5% | +22.6% | +23.3% |
| 6M | +11.3% | +9.5% | +1.9% | +6.8% |
| YTD | -12.7% | +5.1% | -17.8% | -15.1% |
| 1Y | -32.3% | +15.5% | -47.8% | -36.5% |
| 3Y | +150.3% | +95.2% | +55.2% | +100.1% |
| All | -9.4% | +2.3% | -11.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling