+30.4%
BIL vs TAP
+45.0%
-14.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | 0.0% | +9.1% | -9.1% | 0.0% |
| 3M | +0.3% | -3.8% | +4.1% | +0.3% |
| 6M | +1.2% | -3.4% | +4.7% | +1.2% |
| YTD | +2.5% | -10.6% | +13.1% | +2.4% |
| 1Y | +3.0% | -4.4% | +7.5% | +3.0% |
| 3Y | +13.2% | -24.4% | +37.5% | +13.1% |
| 5Y | +19.4% | +2.1% | +17.4% | +19.5% |
| 10Y | +25.2% | -48.7% | +73.9% | +25.1% |
| All | +30.4% | +45.0% | -14.6% | +30.7% |
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