-29.9%
BITO vs TT
+10.3%
-40.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +22.6% | -7.4% | +30.0% | +24.8% |
| 3M | +24.7% | -3.2% | +27.9% | +24.8% |
| 6M | +7.5% | +1.1% | +6.3% | +5.6% |
| YTD | -10.8% | +15.6% | -26.4% | -14.2% |
| 1Y | -29.9% | +9.2% | -39.1% | -28.5% |
| All | -29.9% | +10.3% | -40.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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