-10.6%
BITO vs TPR
+242.8%
-253.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.0% |
| 7D | -5.8% | -5.1% | -0.7% | -4.2% |
| 30D | +21.1% | -27.6% | +48.7% | +33.6% |
| 3M | +23.5% | -17.5% | +41.0% | +30.0% |
| 6M | +8.3% | -21.3% | +29.6% | +15.0% |
| YTD | -13.9% | -8.5% | -5.4% | -13.8% |
| 1Y | -34.5% | +11.5% | -46.0% | -39.5% |
| 3Y | +147.0% | +288.0% | -141.0% | +31.5% |
| All | -10.6% | +242.8% | -253.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling