-10.6%
BITO vs TGT
-28.4%
+17.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -5.2% | +1.8% | -1.8% |
| 30D | +21.4% | +1.2% | +20.2% | +20.9% |
| 3M | +20.5% | +18.4% | +2.1% | +13.6% |
| 6M | +7.4% | +33.4% | -26.1% | -3.1% |
| YTD | -13.9% | +63.8% | -77.7% | -27.5% |
| 1Y | -35.1% | +77.2% | -112.2% | -46.9% |
| 3Y | +156.8% | +41.8% | +115.0% | +108.8% |
| All | -10.6% | -28.4% | +17.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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