+9.9%
BIL vs TEM
+111.1%
-101.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.0% | -11.0% | 0.0% |
| 7D | +0.1% | +7.6% | -7.5% | +0.1% |
| 30D | 0.0% | +19.0% | -19.1% | 0.0% |
| 3M | +0.6% | +62.2% | -61.6% | +0.6% |
| 6M | +1.5% | +69.4% | -67.8% | +1.5% |
| YTD | +2.8% | +43.0% | -40.2% | +2.8% |
| 1Y | +3.3% | +18.0% | -14.7% | +3.3% |
| All | +9.9% | +111.1% | -101.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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