+156.8%
BITO vs TXG
+43.8%
+113.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.6% |
| 7D | -3.4% | +9.5% | -12.9% | -5.0% |
| 30D | +21.4% | +18.8% | +2.6% | +17.8% |
| 3M | +20.5% | +136.1% | -115.6% | +2.9% |
| 6M | +7.4% | +235.2% | -227.9% | -15.2% |
| YTD | -13.9% | +320.5% | -334.4% | -35.3% |
| 1Y | -35.1% | +425.2% | -460.3% | -53.8% |
| 3Y | +156.8% | +42.9% | +113.9% | +127.0% |
| All | +156.8% | +43.8% | +113.1% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling