+30.4%
BIL vs TPR
+322.9%
-292.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.3% | +14.2% | -14.5% | -0.3% |
| 30D | 0.0% | +17.1% | -17.1% | 0.0% |
| 3M | +0.3% | -17.7% | +18.0% | +0.3% |
| 6M | +1.2% | -10.2% | +11.4% | +1.2% |
| YTD | +2.5% | +4.9% | -2.5% | +2.5% |
| 1Y | +3.0% | +36.1% | -33.1% | +3.1% |
| 3Y | +13.2% | +416.5% | -403.3% | +13.3% |
| 5Y | +19.4% | +254.8% | -235.3% | +19.6% |
| 10Y | +25.2% | +391.7% | -366.5% | +25.4% |
| All | +30.4% | +322.9% | -292.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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