-9.4%
BITO vs TSEM
+600.0%
-609.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.1% | +4.7% | -3.7% | 0.0% |
| 30D | +21.8% | -14.2% | +36.0% | +25.1% |
| 3M | +25.0% | -5.0% | +30.1% | +22.7% |
| 6M | +11.3% | +87.6% | -76.2% | -12.0% |
| YTD | -12.7% | +84.4% | -97.1% | -31.4% |
| 1Y | -32.3% | +235.4% | -267.7% | -55.8% |
| 3Y | +150.3% | +668.0% | -517.6% | +22.9% |
| All | -9.4% | +600.0% | -609.3% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling