+129.9%
BITO vs TLN
+571.8%
-441.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.8% |
| 7D | -5.8% | +2.0% | -7.8% | -6.2% |
| 30D | +21.1% | -12.9% | +34.1% | +24.3% |
| 3M | +23.5% | -7.4% | +30.9% | +24.3% |
| 6M | +8.3% | -6.0% | +14.3% | +7.7% |
| YTD | -13.9% | -16.9% | +3.0% | -12.6% |
| 1Y | -34.5% | -22.6% | -11.9% | -32.7% |
| 3Y | +147.0% | +469.0% | -322.0% | +39.5% |
| All | +129.9% | +571.8% | -441.9% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling