+404.5%
TSM vs BITO
+149.6%
+254.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -3.4% | +4.5% | +1.7% |
| 30D | +1.0% | +21.4% | -20.5% | -2.9% |
| 3M | +2.9% | +20.5% | -17.6% | -0.9% |
| 6M | +22.8% | +7.4% | +15.4% | +20.7% |
| YTD | +43.3% | -13.9% | +57.2% | +45.5% |
| 1Y | +69.2% | -35.1% | +104.2% | +79.9% |
| 3Y | +404.5% | +156.8% | +247.7% | +349.6% |
| All | +404.5% | +149.6% | +254.9% | +349.6% |
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