-83.9%
TTD vs BITO
+149.6%
-233.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.0% |
| 7D | -7.4% | -5.8% | -1.6% | -5.9% |
| 30D | +3.0% | +21.1% | -18.1% | -2.2% |
| 3M | -27.6% | +23.5% | -51.1% | -31.8% |
| 6M | -49.5% | +8.3% | -57.8% | -50.9% |
| YTD | -63.2% | -13.9% | -49.3% | -62.2% |
| 1Y | -69.7% | -34.5% | -35.2% | -66.6% |
| All | -83.9% | +149.6% | -233.5% | -86.0% |
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