-23.4%
BITO vs TRV
+54.4%
-77.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +3.6% |
| 7D | -1.9% | +3.9% | -5.8% | -1.2% |
| 30D | -6.7% | +13.5% | -20.2% | -4.0% |
| 3M | +23.1% | +8.9% | +14.2% | +25.3% |
| 6M | -2.0% | +36.8% | -38.8% | +8.0% |
| YTD | -11.4% | +42.7% | -54.1% | +1.8% |
| 1Y | -23.4% | +49.9% | -73.2% | -10.6% |
| All | -23.4% | +54.4% | -77.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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