-10.6%
BITO vs TSCO
-11.0%
+0.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -3.4% | -5.7% | +2.2% | -1.7% |
| 30D | +21.4% | -8.8% | +30.2% | +24.7% |
| 3M | +20.5% | +6.3% | +14.2% | +17.5% |
| 6M | +7.4% | -32.3% | +39.6% | +21.5% |
| YTD | -13.9% | -32.7% | +18.8% | -2.8% |
| 1Y | -35.1% | -43.7% | +8.6% | -21.9% |
| 3Y | +156.8% | -19.7% | +176.5% | +154.4% |
| All | -10.6% | -11.0% | +0.5% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling