+84.4%
TSM vs BITO
-30.5%
+114.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +3.5% |
| 7D | +2.7% | +2.9% | -0.2% | +1.8% |
| 30D | +3.6% | +22.6% | -19.0% | -2.5% |
| 3M | -3.4% | +24.7% | -28.0% | -9.4% |
| 6M | +20.6% | +7.5% | +13.2% | +17.5% |
| YTD | +41.9% | -10.8% | +52.7% | +44.8% |
| 1Y | +84.4% | -29.9% | +114.3% | +114.7% |
| All | +84.4% | -30.5% | +114.9% | +114.7% |
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 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