-10.6%
BITO vs TXG
-58.7%
+48.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.0% |
| 7D | -5.8% | +5.0% | -10.8% | -6.9% |
| 30D | +21.1% | +13.5% | +7.6% | +17.7% |
| 3M | +23.5% | +128.0% | -104.5% | +1.2% |
| 6M | +8.3% | +224.4% | -216.2% | -19.7% |
| YTD | -13.9% | +307.0% | -320.9% | -40.0% |
| 1Y | -34.5% | +427.2% | -461.8% | -57.8% |
| 3Y | +147.0% | +40.2% | +106.8% | +105.2% |
| All | -10.6% | -58.7% | +48.1% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling