+160.3%
BITO vs TT
+120.7%
+39.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.1% | +1.4% | -0.4% | +0.7% |
| 30D | +21.8% | -6.7% | +28.4% | +24.0% |
| 3M | +25.0% | -5.4% | +30.4% | +26.4% |
| 6M | +11.3% | +4.4% | +7.0% | +9.1% |
| YTD | -12.7% | +14.9% | -27.6% | -16.7% |
| 1Y | -32.3% | +9.3% | -41.6% | -34.3% |
| All | +160.3% | +120.7% | +39.6% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling