+156.8%
BITO vs TSEM
+645.3%
-488.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -3.4% | -4.9% | +1.4% | -2.6% |
| 30D | +21.4% | -18.7% | +40.2% | +25.6% |
| 3M | +20.5% | -18.1% | +38.6% | +22.4% |
| 6M | +7.4% | +77.1% | -69.7% | -12.8% |
| YTD | -13.9% | +80.1% | -94.0% | -31.0% |
| 1Y | -35.1% | +220.4% | -255.5% | -56.4% |
| 3Y | +156.8% | +650.1% | -493.2% | +31.6% |
| All | +156.8% | +645.3% | -488.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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