-9.4%
BITO vs TMF
-86.6%
+77.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | +1.1% | -0.9% | +1.9% | +1.1% |
| 30D | +21.8% | -1.0% | +22.7% | +21.8% |
| 3M | +25.0% | -11.3% | +36.3% | +25.1% |
| 6M | +11.3% | -22.7% | +34.1% | +11.4% |
| YTD | -12.7% | -17.3% | +4.6% | -12.7% |
| 1Y | -32.3% | -22.5% | -9.8% | -32.3% |
| 3Y | +150.3% | -43.2% | +193.6% | +151.1% |
| All | -9.4% | -86.6% | +77.2% | -23.3% |
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