-20.9%
BITO vs TMF
-87.7%
+66.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.6% |
| 7D | -9.2% | -9.3% | 0.0% | -9.2% |
| 30D | -15.9% | +1.9% | -17.9% | -15.9% |
| 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% |
| 5Y | -16.7% | -88.7% | +72.0% | -29.7% |
| All | -20.9% | -87.7% | +66.9% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling