-23.4%
BITO vs TRMB
-31.2%
+7.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -17.3% | +20.2% | +7.2% |
| 7D | -1.9% | -15.7% | +13.8% | +1.5% |
| 30D | -6.7% | -7.8% | +1.0% | -6.9% |
| 3M | +23.1% | -9.3% | +32.3% | +23.5% |
| 6M | -2.0% | -20.8% | +18.8% | +6.2% |
| YTD | -11.4% | -30.8% | +19.4% | -0.5% |
| 1Y | -23.4% | -31.0% | +7.6% | -14.7% |
| All | -23.4% | -31.2% | +7.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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