+156.8%
BITO vs TW
+19.1%
+137.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -3.4% | -4.5% | +1.0% | -3.1% |
| 30D | +21.4% | -2.3% | +23.7% | +21.6% |
| 3M | +20.5% | +2.6% | +17.9% | +20.1% |
| 6M | +7.4% | -17.5% | +24.9% | +9.7% |
| YTD | -13.9% | -5.3% | -8.6% | -13.7% |
| 1Y | -35.1% | -14.8% | -20.3% | -33.5% |
| 3Y | +156.8% | +18.8% | +138.0% | +147.9% |
| All | +156.8% | +19.1% | +137.8% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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