-9.4%
BITO vs TSN
-24.3%
+15.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.1% | -7.3% | +8.4% | +3.0% |
| 30D | +21.8% | -8.6% | +30.4% | +24.6% |
| 3M | +25.0% | -7.5% | +32.5% | +27.2% |
| 6M | +11.3% | -14.1% | +25.5% | +15.5% |
| YTD | -12.7% | -9.4% | -3.3% | -11.4% |
| 1Y | -32.3% | -4.1% | -28.2% | -32.9% |
| 3Y | +150.3% | +10.3% | +140.0% | +125.2% |
| All | -9.4% | -24.3% | +15.0% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling