-10.6%
BITO vs TRI
-9.0%
-1.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -3.4% | -7.9% | +4.4% | -1.2% |
| 30D | +21.4% | -4.5% | +25.9% | +22.9% |
| 3M | +20.5% | +22.1% | -1.6% | +11.1% |
| 6M | +7.4% | -2.8% | +10.2% | +7.0% |
| YTD | -13.9% | -23.4% | +9.5% | -4.4% |
| 1Y | -35.1% | -41.5% | +6.5% | -16.8% |
| 3Y | +156.8% | -19.2% | +176.0% | +143.6% |
| All | -10.6% | -9.0% | -1.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling