-72.2%
TTD vs BITO
-30.5%
-41.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.9% |
| 7D | +6.3% | +2.9% | +3.5% | +5.7% |
| 30D | -23.9% | +22.6% | -46.5% | -27.1% |
| 3M | -31.4% | +24.7% | -56.0% | -34.7% |
| 6M | -42.7% | +7.5% | -50.1% | -43.9% |
| YTD | -62.0% | -10.8% | -51.2% | -60.8% |
| 1Y | -72.2% | -29.9% | -42.3% | -68.3% |
| All | -72.2% | -30.5% | -41.7% | -68.3% |
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