-31.4%
TLT vs BITO
-6.8%
-24.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.4% | +1.5% | -1.1% | +0.4% |
| 30D | -0.3% | +20.0% | -20.3% | -0.3% |
| 3M | -1.7% | +22.8% | -24.5% | -1.8% |
| 6M | -4.9% | +13.1% | -18.0% | -4.9% |
| YTD | -2.8% | -12.5% | +9.7% | -2.8% |
| 1Y | -4.2% | -32.6% | +28.4% | -4.2% |
| 3Y | -1.1% | +151.0% | -152.1% | -1.4% |
| All | -31.4% | -6.8% | -24.6% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling