-16.2%
BITO vs TMF
-88.6%
+72.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.6% |
| 7D | -9.2% | -9.3% | 0.0% | -9.1% |
| 30D | -15.9% | +1.9% | -17.9% | -16.0% |
| 3M | +7.3% | -11.2% | +18.6% | +7.4% |
| 6M | -15.2% | -17.7% | +2.5% | -15.1% |
| YTD | -23.8% | -24.5% | +0.7% | -23.7% |
| 1Y | -32.2% | -29.4% | -2.8% | -32.1% |
| 3Y | +55.1% | -33.4% | +88.5% | +55.1% |
| All | -16.2% | -88.6% | +72.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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