-10.6%
BITO vs TXG
-57.3%
+46.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.7% |
| 7D | -3.4% | +9.5% | -12.9% | -5.4% |
| 30D | +21.4% | +18.8% | +2.6% | +16.8% |
| 3M | +20.5% | +136.1% | -115.6% | -2.0% |
| 6M | +7.4% | +235.2% | -227.9% | -20.9% |
| YTD | -13.9% | +320.5% | -334.4% | -40.4% |
| 1Y | -35.1% | +425.2% | -460.3% | -58.1% |
| 3Y | +156.8% | +42.9% | +113.9% | +112.6% |
| All | -10.6% | -57.3% | +46.7% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling