+300.1%
TSM vs BITO
-8.3%
+308.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +2.6% | -5.8% | +8.5% | +3.9% |
| 30D | +1.4% | +21.1% | -19.7% | -2.8% |
| 3M | +5.0% | +23.5% | -18.5% | +0.1% |
| 6M | +24.0% | +8.3% | +15.7% | +21.4% |
| YTD | +41.6% | -13.9% | +55.4% | +44.3% |
| 1Y | +66.2% | -34.5% | +100.7% | +78.6% |
| 3Y | +398.2% | +147.0% | +251.2% | +288.8% |
| All | +300.1% | -8.3% | +308.4% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling