+25.8%
TMO vs BITO
-30.5%
+56.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -1.4% | +2.9% | -4.2% | -1.6% |
| 30D | +6.2% | +22.6% | -16.4% | +4.0% |
| 3M | +27.5% | +24.7% | +2.8% | +24.4% |
| 6M | +20.0% | +7.5% | +12.5% | +18.8% |
| YTD | +6.1% | -10.8% | +16.9% | +7.7% |
| 1Y | +25.8% | -29.9% | +55.8% | +32.8% |
| All | +25.8% | -30.5% | +56.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling