-13.6%
BITO vs TPR
+223.9%
-237.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -6.3% | -1.1% | -5.2% | -6.0% |
| 30D | -14.6% | +15.1% | -29.7% | -18.7% |
| 3M | +11.4% | -13.4% | +24.8% | +15.4% |
| 6M | -13.3% | +1.4% | -14.7% | -15.4% |
| YTD | -20.9% | +4.8% | -25.7% | -24.7% |
| 1Y | -32.1% | +29.2% | -61.3% | -40.5% |
| 3Y | +58.2% | +403.7% | -345.5% | -25.2% |
| 5Y | -13.6% | +230.8% | -244.4% | -55.2% |
| All | -13.6% | +223.9% | -237.5% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling