+31.2%
BIL vs TSEM
+526.4%
-495.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +20.5% | -20.4% | +0.1% |
| 30D | +0.3% | -29.0% | +29.3% | +0.3% |
| 3M | +0.9% | -39.4% | +40.3% | +0.9% |
| 6M | +1.8% | -28.5% | +30.4% | +1.8% |
| YTD | +3.1% | +34.4% | -31.3% | +3.2% |
| 1Y | +3.7% | +48.3% | -44.7% | +3.7% |
| 3Y | +13.8% | +543.5% | -529.7% | +14.0% |
| 5Y | +20.2% | +331.4% | -311.2% | +20.4% |
| 10Y | +26.1% | +881.1% | -855.0% | +26.4% |
| All | +31.2% | +526.4% | -495.2% | +31.8% |
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