+25.3%
BIL vs TSEM
+1,289.9%
-1,264.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | +0.1% | +0.9% | -0.9% | +0.1% |
| 30D | +0.3% | -16.6% | +16.9% | +0.3% |
| 3M | +0.9% | -10.9% | +11.8% | +0.9% |
| 6M | +1.8% | +78.0% | -76.2% | +1.8% |
| YTD | +2.5% | +77.2% | -74.7% | +2.5% |
| 1Y | +3.7% | +207.6% | -203.9% | +3.7% |
| 3Y | +14.1% | +637.8% | -623.7% | +14.1% |
| 5Y | +19.4% | +617.0% | -597.6% | +19.4% |
| All | +25.3% | +1,289.9% | -1,264.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling