-9.1%
BITO vs TXT
+9.0%
-18.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | +20.0% | -11.1% | +31.1% | +26.9% |
| 3M | +22.8% | -13.0% | +35.7% | +30.6% |
| 6M | +13.1% | -16.2% | +29.3% | +22.1% |
| YTD | -12.5% | -8.7% | -3.7% | -10.6% |
| 1Y | -32.6% | -3.8% | -28.8% | -33.3% |
| 3Y | +151.0% | +5.5% | +145.5% | +127.1% |
| All | -9.1% | +9.0% | -18.1% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling