+36.0%
TSM vs BITO
-25.7%
+61.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.0% |
| 7D | -10.0% | -1.9% | -8.0% | -9.5% |
| 30D | -18.5% | -6.7% | -11.8% | -17.0% |
| 3M | -4.9% | +23.1% | -27.9% | -10.1% |
| 6M | -1.0% | -2.0% | +1.1% | -0.9% |
| YTD | +31.3% | -11.4% | +42.6% | +32.9% |
| 1Y | +36.0% | -23.4% | +59.4% | +43.3% |
| All | +36.0% | -25.7% | +61.7% | +43.3% |
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