+156.8%
BITO vs TXT
+7.0%
+149.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -3.4% | +2.5% | -5.9% | -4.2% |
| 30D | +21.4% | -8.9% | +30.3% | +24.9% |
| 3M | +20.5% | -13.6% | +34.1% | +26.0% |
| 6M | +7.4% | -13.1% | +20.5% | +11.7% |
| YTD | -13.9% | -7.0% | -6.9% | -13.2% |
| 1Y | -35.1% | -1.4% | -33.7% | -36.1% |
| 3Y | +156.8% | +7.0% | +149.9% | +166.7% |
| All | +156.8% | +7.0% | +149.8% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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