-10.6%
BITO vs TXT
+11.0%
-21.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.1% |
| 7D | -3.4% | +2.4% | -5.9% | -4.6% |
| 30D | +21.4% | -8.9% | +30.3% | +26.8% |
| 3M | +20.5% | -13.6% | +34.1% | +28.8% |
| 6M | +7.4% | -13.1% | +20.5% | +13.8% |
| YTD | -13.9% | -7.0% | -6.8% | -12.8% |
| 1Y | -35.1% | -1.4% | -33.6% | -36.5% |
| 3Y | +156.8% | +6.9% | +149.9% | +131.0% |
| All | -10.6% | +11.0% | -21.5% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling