+25.0%
BIL vs TNA
+1,004.3%
-979.3%
-0.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | -4.9% | +5.2% | +0.3% |
| 3M | +0.9% | +0.4% | +0.6% | +0.9% |
| 6M | +1.8% | +32.5% | -30.7% | +1.8% |
| YTD | +2.4% | +53.7% | -51.3% | +2.5% |
| 1Y | +3.7% | +65.1% | -61.4% | +3.7% |
| 3Y | +14.2% | +98.4% | -84.3% | +14.2% |
| 5Y | +19.4% | -22.5% | +41.9% | +19.4% |
| 10Y | +25.2% | +82.5% | -57.3% | +25.3% |
| All | +25.0% | +1,004.3% | -979.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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