+24.9%
BIL vs TMF
-68.9%
+93.7%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.3% | -2.8% | +3.2% | +0.3% |
| 3M | +0.9% | -10.9% | +11.9% | +0.9% |
| 6M | +1.8% | -21.3% | +23.2% | +1.8% |
| YTD | +2.4% | -15.9% | +18.3% | +2.4% |
| 1Y | +3.7% | -15.7% | +19.5% | +3.7% |
| 3Y | +14.2% | -43.4% | +57.5% | +14.2% |
| 5Y | +19.4% | -87.8% | +107.2% | +19.4% |
| 10Y | +25.2% | -86.7% | +112.0% | +25.2% |
| All | +24.9% | -68.9% | +93.7% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling