-10.6%
BITO vs TSN
-22.5%
+12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -3.4% | +3.0% | -6.5% | -4.3% |
| 30D | +21.4% | -4.2% | +25.6% | +22.5% |
| 3M | +20.5% | -3.9% | +24.4% | +21.3% |
| 6M | +7.4% | -9.8% | +17.2% | +9.7% |
| YTD | -13.9% | -7.3% | -6.6% | -13.1% |
| 1Y | -35.1% | -2.2% | -32.9% | -36.0% |
| 3Y | +156.8% | +11.9% | +144.9% | +130.7% |
| All | -10.6% | -22.5% | +12.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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