+16.0%
BIL vs TLN
+683.0%
-667.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | 0.0% |
| 7D | +0.1% | +9.1% | -9.0% | +0.1% |
| 30D | 0.0% | -4.1% | +4.0% | 0.0% |
| 3M | +0.6% | +4.4% | -3.8% | +0.6% |
| 6M | +1.5% | -6.0% | +7.5% | +1.5% |
| YTD | +2.8% | -3.1% | +5.9% | +2.8% |
| 1Y | +3.3% | -6.1% | +9.4% | +3.3% |
| 3Y | +13.4% | +575.3% | -561.9% | +13.5% |
| All | +16.0% | +683.0% | -667.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling