-29.9%
BITO vs TRI
-38.3%
+8.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +3.0% | -2.1% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +22.6% | +7.9% | +14.7% | +22.2% |
| 3M | +24.7% | +24.1% | +0.6% | +22.8% |
| 6M | +7.5% | +3.8% | +3.6% | +9.1% |
| YTD | -10.8% | -16.9% | +6.1% | -11.2% |
| 1Y | -29.9% | -38.4% | +8.5% | -34.3% |
| All | -29.9% | -38.3% | +8.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling