+156.8%
BITO vs TKO
+102.7%
+54.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.4% | +2.3% | -5.8% | -3.8% |
| 30D | +21.4% | -2.5% | +23.9% | +21.7% |
| 3M | +20.5% | -10.6% | +31.1% | +22.2% |
| 6M | +7.4% | -5.1% | +12.4% | +7.7% |
| YTD | -13.9% | -8.2% | -5.7% | -13.3% |
| 1Y | -35.1% | -4.4% | -30.6% | -35.2% |
| 3Y | +156.8% | +100.4% | +56.5% | +147.4% |
| All | +156.8% | +102.7% | +54.2% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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