+203.6%
BITO vs TSLQ
-97.2%
+300.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -0.9% |
| 7D | -5.8% | +5.7% | -11.5% | -4.7% |
| 30D | +21.1% | -21.1% | +42.2% | +17.3% |
| 3M | +23.5% | -11.5% | +35.0% | +24.6% |
| 6M | +8.3% | -14.9% | +23.2% | +10.8% |
| YTD | -13.9% | +2.4% | -16.3% | -7.6% |
| 1Y | -34.5% | -49.8% | +15.2% | -36.1% |
| 3Y | +147.0% | -95.8% | +242.8% | +105.5% |
| All | +203.6% | -97.2% | +300.8% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling