+129.9%
BITO vs TLN
+574.4%
-444.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +21.4% | -14.3% | +35.7% | +25.0% |
| 3M | +20.5% | -9.3% | +29.8% | +21.8% |
| 6M | +7.4% | -1.1% | +8.5% | +5.6% |
| YTD | -13.9% | -16.6% | +2.7% | -12.7% |
| 1Y | -35.1% | -22.0% | -13.1% | -33.4% |
| 3Y | +156.8% | +470.2% | -313.3% | +45.0% |
| All | +129.9% | +574.4% | -444.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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