-7.4%
BITO vs TPR
+261.3%
-268.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.9% | -2.3% | +5.2% | +3.6% |
| 30D | +22.6% | -23.0% | +45.6% | +32.5% |
| 3M | +24.7% | -12.5% | +37.1% | +28.7% |
| 6M | +7.5% | -21.4% | +28.9% | +14.4% |
| YTD | -10.8% | -3.5% | -7.3% | -12.2% |
| 1Y | -29.9% | +17.4% | -47.3% | -36.3% |
| 3Y | +158.9% | +291.3% | -132.3% | +38.2% |
| All | -7.4% | +261.3% | -268.7% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling