-20.9%
BITO vs TYL
-16.4%
-4.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -9.2% | +0.8% | -10.1% | -9.5% |
| 30D | -15.9% | +21.1% | -37.1% | -22.9% |
| 3M | +7.3% | +28.9% | -21.6% | -4.5% |
| 6M | -15.2% | +42.0% | -57.2% | -29.2% |
| YTD | -23.8% | -6.6% | -17.2% | -22.5% |
| 1Y | -32.2% | -9.1% | -23.1% | -30.3% |
| 3Y | +55.1% | +1.8% | +53.2% | +38.8% |
| 5Y | -16.7% | -22.9% | +6.2% | -12.1% |
| All | -20.9% | -16.4% | -4.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling