+151.0%
BITO vs TYL
-10.9%
+161.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.1% |
| 7D | +1.5% | -7.6% | +9.1% | +2.9% |
| 30D | +20.0% | +11.3% | +8.7% | +17.9% |
| 3M | +22.8% | +14.5% | +8.3% | +19.6% |
| 6M | +13.1% | -7.1% | +20.2% | +15.2% |
| YTD | -12.5% | -23.4% | +10.9% | -7.2% |
| 1Y | -32.6% | -38.6% | +6.0% | -24.4% |
| 3Y | +151.0% | -11.3% | +162.4% | +156.7% |
| All | +151.0% | -10.9% | +161.9% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling