-23.4%
BITO vs TXG
+406.9%
-430.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.4% |
| 7D | -1.9% | -19.3% | +17.3% | +0.8% |
| 30D | -6.7% | -30.9% | +24.2% | -2.7% |
| 3M | +23.1% | +41.1% | -18.0% | +15.9% |
| 6M | -2.0% | +211.9% | -213.9% | -18.7% |
| YTD | -11.4% | +314.0% | -325.4% | -32.1% |
| 1Y | -23.4% | +405.4% | -428.7% | -44.3% |
| All | -23.4% | +406.9% | -430.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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