+30.3%
BIL vs TCOM
+348.4%
-318.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -9.5% | +9.6% | +0.1% |
| 30D | +0.3% | -10.7% | +11.1% | +0.3% |
| 3M | +0.9% | -14.6% | +15.6% | +0.9% |
| 6M | +1.8% | -19.3% | +21.2% | +1.8% |
| YTD | +2.4% | -42.9% | +45.4% | +2.4% |
| 1Y | +3.7% | -43.8% | +47.5% | +3.7% |
| 3Y | +14.2% | +2.1% | +12.1% | +14.2% |
| 5Y | +19.4% | +31.2% | -11.8% | +19.5% |
| 10Y | +25.2% | -13.9% | +39.1% | +25.3% |
| All | +30.3% | +348.4% | -318.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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