-23.4%
BITO vs TTMI
+9.6%
-33.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.1% | +13.0% | +4.2% |
| 7D | -1.9% | -19.2% | +17.2% | +0.8% |
| 30D | -6.7% | -44.9% | +38.2% | +0.1% |
| 3M | +23.1% | -44.7% | +67.8% | +31.4% |
| 6M | -2.0% | -53.4% | +51.4% | +5.6% |
| YTD | -11.4% | +6.3% | -17.7% | -19.4% |
| 1Y | -23.4% | +10.7% | -34.0% | -31.5% |
| All | -23.4% | +9.6% | -33.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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