-2.1%
TLT vs BITO
+149.6%
-151.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.2% |
| 7D | -1.6% | -5.8% | +4.2% | -1.6% |
| 30D | -1.3% | +21.1% | -22.5% | -1.3% |
| 3M | -3.7% | +23.5% | -27.2% | -3.7% |
| 6M | -6.4% | +8.3% | -14.6% | -6.3% |
| YTD | -4.5% | -13.9% | +9.4% | -4.5% |
| 1Y | -5.9% | -34.5% | +28.7% | -6.0% |
| All | -2.1% | +149.6% | -151.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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