+203.6%
BITO vs TSLQ
-97.2%
+300.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.2% |
| 7D | -3.4% | -6.6% | +3.2% | -4.6% |
| 30D | +21.4% | -24.3% | +45.7% | +16.7% |
| 3M | +20.5% | -3.6% | +24.1% | +23.3% |
| 6M | +7.4% | -12.0% | +19.3% | +10.5% |
| YTD | -13.9% | +1.4% | -15.2% | -7.8% |
| 1Y | -35.1% | -43.6% | +8.5% | -35.4% |
| 3Y | +156.8% | -95.4% | +252.2% | +119.7% |
| All | +203.6% | -97.2% | +300.8% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling