-29.9%
BITO vs TSLQ
-50.5%
+20.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.0% | -14.4% | -0.1% |
| 7D | +2.9% | -5.8% | +8.7% | +2.3% |
| 30D | +22.6% | -22.1% | +44.7% | +18.1% |
| 3M | +24.7% | +10.1% | +14.6% | +32.1% |
| 6M | +7.5% | -6.8% | +14.2% | +12.3% |
| YTD | -10.8% | +8.5% | -19.3% | -2.9% |
| 1Y | -29.9% | -49.7% | +19.8% | -26.1% |
| All | -29.9% | -50.5% | +20.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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