+14.1%
BIL vs TSEM
+663.1%
-649.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | +4.7% | -4.7% | +0.1% |
| 30D | +0.3% | -14.2% | +14.5% | +0.3% |
| 3M | +0.9% | -5.0% | +5.9% | +0.9% |
| 6M | +1.8% | +87.6% | -85.8% | +1.8% |
| YTD | +2.5% | +84.4% | -82.0% | +2.5% |
| 1Y | +3.7% | +235.4% | -231.7% | +3.7% |
| All | +14.1% | +663.1% | -649.0% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling