-35.1%
BITO vs TLN
-23.3%
-11.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +24.7% |
| 3M | +20.5% | -9.3% | +29.8% | +21.3% |
| 6M | +7.4% | -1.1% | +8.5% | +4.9% |
| YTD | -13.9% | -16.6% | +2.7% | -13.3% |
| 1Y | -35.1% | -22.0% | -13.1% | -32.8% |
| All | -35.1% | -23.3% | -11.7% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling