+156.8%
BITO vs TSCO
-19.8%
+176.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.4% | -5.7% | +2.2% | -2.5% |
| 30D | +21.4% | -8.8% | +30.2% | +23.2% |
| 3M | +20.5% | +6.3% | +14.2% | +18.9% |
| 6M | +7.4% | -32.3% | +39.6% | +15.8% |
| YTD | -13.9% | -32.7% | +18.8% | -7.1% |
| 1Y | -35.1% | -43.7% | +8.6% | -27.4% |
| 3Y | +156.8% | -19.7% | +176.5% | +162.7% |
| All | +156.8% | -19.8% | +176.6% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 3y: compounded portfolio wealth divided by compounded TSCO 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…
3y analysis · Full analysis span regression · 6 months rolling