-10.6%
BITO vs TT
+165.1%
-175.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | -5.8% | -1.0% | -4.8% | -5.4% |
| 30D | +21.1% | -8.9% | +30.0% | +25.8% |
| 3M | +23.5% | -1.8% | +25.3% | +23.6% |
| 6M | +8.3% | +1.9% | +6.4% | +6.0% |
| YTD | -13.9% | +13.8% | -27.7% | -20.1% |
| 1Y | -34.5% | +6.1% | -40.7% | -37.3% |
| 3Y | +147.0% | +119.6% | +27.4% | +58.3% |
| All | -10.6% | +165.1% | -175.7% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling