-9.1%
BITO vs TT
+168.9%
-178.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +1.5% | +1.6% | 0.0% | +0.9% |
| 30D | +20.0% | -7.3% | +27.3% | +23.8% |
| 3M | +22.8% | -2.6% | +25.3% | +23.1% |
| 6M | +13.1% | +5.9% | +7.2% | +8.8% |
| YTD | -12.5% | +15.4% | -27.9% | -19.2% |
| 1Y | -32.6% | +8.2% | -40.8% | -36.0% |
| 3Y | +151.0% | +122.7% | +28.4% | +59.9% |
| All | -9.1% | +168.9% | -178.0% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling