+30.8%
BIL vs TAP
+43.3%
-12.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -7.8% | +7.9% | +0.1% |
| 30D | 0.0% | +7.1% | -7.2% | 0.0% |
| 3M | +0.6% | -7.0% | +7.6% | +0.6% |
| 6M | +1.5% | -3.8% | +5.3% | +1.5% |
| YTD | +2.8% | -11.7% | +14.5% | +2.8% |
| 1Y | +3.3% | -10.1% | +13.4% | +3.3% |
| 3Y | +13.4% | -23.7% | +37.1% | +13.4% |
| 5Y | +19.8% | +2.9% | +16.9% | +19.9% |
| 10Y | +25.6% | -49.5% | +75.1% | +25.5% |
| All | +30.8% | +43.3% | -12.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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