-10.6%
BITO vs TT
+166.8%
-177.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | +21.4% | -7.3% | +28.7% | +25.2% |
| 3M | +20.5% | -3.6% | +24.1% | +21.5% |
| 6M | +7.4% | +2.8% | +4.6% | +4.7% |
| YTD | -13.9% | +14.5% | -28.4% | -20.3% |
| 1Y | -35.1% | +7.4% | -42.5% | -38.2% |
| 3Y | +156.8% | +116.2% | +40.6% | +66.6% |
| All | -10.6% | +166.8% | -177.3% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling