+133.0%
BITO vs TLN
+589.3%
-456.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.1% | +5.8% | -4.8% | -0.1% |
| 30D | +21.8% | -6.9% | +28.6% | +23.1% |
| 3M | +25.0% | -10.9% | +35.9% | +26.8% |
| 6M | +11.3% | -4.6% | +16.0% | +10.4% |
| YTD | -12.7% | -14.7% | +2.0% | -11.9% |
| 1Y | -32.3% | -17.9% | -14.4% | -31.3% |
| 3Y | +150.3% | +483.9% | -333.5% | +40.7% |
| All | +133.0% | +589.3% | -456.3% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling