+41.6%
TXN vs BITO
-30.5%
+72.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.2% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | -6.9% | +22.6% | -29.5% | -10.3% |
| 3M | -14.9% | +24.7% | -39.6% | -18.2% |
| 6M | +29.0% | +7.5% | +21.5% | +26.1% |
| YTD | +51.5% | -10.8% | +62.3% | +53.2% |
| 1Y | +41.6% | -29.9% | +71.5% | +57.0% |
| All | +41.6% | -30.5% | +72.1% | +57.0% |
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 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