+55.3%
TXN vs BITO
-8.3%
+63.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -3.4% | +7.4% | +4.5% |
| 30D | -2.9% | +21.4% | -24.3% | -5.9% |
| 3M | -9.1% | +20.5% | -29.6% | -11.8% |
| 6M | +36.6% | +7.4% | +29.3% | +34.6% |
| YTD | +57.5% | -13.9% | +71.4% | +59.5% |
| 1Y | +49.5% | -35.1% | +84.6% | +57.9% |
| 3Y | +76.5% | +156.8% | -80.3% | +46.1% |
| All | +55.3% | -8.3% | +63.6% | +43.8% |
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