+30.3%
BIL vs TSEM
+782.3%
-752.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | 0.0% |
| 7D | +0.1% | +6.9% | -6.8% | +0.1% |
| 30D | +0.3% | +5.3% | -5.0% | +0.3% |
| 3M | +0.9% | -14.9% | +15.9% | +0.9% |
| 6M | +1.8% | +80.0% | -78.2% | +1.9% |
| YTD | +2.4% | +89.4% | -86.9% | +2.5% |
| 1Y | +3.7% | +253.1% | -249.4% | +3.8% |
| 3Y | +14.2% | +642.1% | -628.0% | +14.3% |
| 5Y | +19.4% | +659.1% | -639.7% | +19.6% |
| 10Y | +25.2% | +1,291.4% | -1,266.2% | +25.5% |
| All | +30.3% | +782.3% | -752.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling