+20.2%
BIL vs TMF
-88.7%
+109.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | +0.1% | -8.2% | +8.2% | +0.1% |
| 30D | +0.3% | +5.3% | -5.0% | +0.3% |
| 3M | +0.9% | -8.5% | +9.4% | +0.9% |
| 6M | +1.8% | -17.2% | +19.0% | +1.8% |
| YTD | +3.1% | -23.4% | +26.5% | +3.1% |
| 1Y | +3.7% | -30.2% | +33.9% | +3.7% |
| 3Y | +13.8% | -32.9% | +46.7% | +13.8% |
| 5Y | +20.2% | -88.5% | +108.8% | +20.3% |
| All | +20.2% | -88.7% | +109.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling