-35.1%
BITO vs TRV
+39.8%
-74.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.4% |
| 7D | -3.4% | +1.9% | -5.4% | -3.1% |
| 30D | +21.4% | +1.7% | +19.7% | +21.7% |
| 3M | +20.5% | +23.9% | -3.4% | +27.1% |
| 6M | +7.4% | +26.3% | -18.9% | +14.1% |
| YTD | -13.9% | +30.8% | -44.7% | -6.2% |
| 1Y | -35.1% | +36.3% | -71.4% | -28.4% |
| All | -35.1% | +39.8% | -74.8% | -28.4% |
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