-7.4%
BITO vs TYL
-28.3%
+20.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.6% | -0.7% |
| 7D | +2.9% | -3.7% | +6.6% | +4.6% |
| 30D | +22.6% | +18.7% | +3.9% | +13.6% |
| 3M | +24.7% | +18.1% | +6.5% | +14.1% |
| 6M | +7.5% | -1.1% | +8.6% | +6.1% |
| YTD | -10.8% | -19.8% | +9.0% | -2.5% |
| 1Y | -29.9% | -34.3% | +4.4% | -14.9% |
| 3Y | +158.9% | -8.2% | +167.1% | +138.8% |
| All | -7.4% | -28.3% | +20.9% | -0.8% |
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