+20.2%
BIL vs TRU
-25.2%
+45.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.3% | +20.2% | -19.9% | +0.3% |
| 3M | +0.9% | +2.2% | -1.3% | +0.9% |
| 6M | +1.8% | +17.6% | -15.7% | +1.8% |
| YTD | +3.1% | -5.0% | +8.1% | +3.1% |
| 1Y | +3.7% | -1.0% | +4.6% | +3.7% |
| 3Y | +13.8% | +56.5% | -42.7% | +13.8% |
| 5Y | +20.2% | -26.2% | +46.5% | +20.3% |
| All | +20.2% | -25.2% | +45.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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