-15.4%
BITO vs TYL
-16.9%
+1.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -5.6% | +4.3% | -9.9% | -7.3% |
| 30D | -11.0% | +28.0% | -39.0% | -20.3% |
| 3M | +13.6% | +32.3% | -18.7% | -0.2% |
| 6M | -10.1% | +29.9% | -40.0% | -21.6% |
| YTD | -18.6% | -7.1% | -11.5% | -17.0% |
| 1Y | -33.1% | -9.2% | -23.9% | -31.2% |
| 3Y | +63.0% | +0.7% | +62.3% | +46.8% |
| 5Y | -13.5% | -21.1% | +7.6% | -10.7% |
| All | -15.4% | -16.9% | +1.5% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling