-82.6%
TTD vs BITO
-7.1%
-75.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | +1.1% | -5.7% | -5.0% |
| 30D | +3.7% | +21.8% | -18.1% | -4.9% |
| 3M | -30.2% | +25.0% | -55.2% | -37.0% |
| 6M | -51.4% | +11.3% | -62.7% | -54.3% |
| YTD | -63.4% | -12.7% | -50.7% | -62.3% |
| 1Y | -73.5% | -32.3% | -41.2% | -69.8% |
| 3Y | -83.5% | +150.3% | -233.8% | -91.2% |
| All | -82.6% | -7.1% | -75.5% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling