+156.8%
BITO vs TTWO
+50.8%
+106.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +21.4% | -11.3% | +32.7% | +25.0% |
| 3M | +20.5% | +1.6% | +18.9% | +18.7% |
| 6M | +7.4% | +2.1% | +5.3% | +5.4% |
| YTD | -13.9% | -15.8% | +2.0% | -11.3% |
| 1Y | -35.1% | -12.6% | -22.5% | -34.0% |
| 3Y | +156.8% | +48.2% | +108.6% | +120.0% |
| All | +156.8% | +50.8% | +106.0% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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