+25.7%
BIL vs TT
+744.7%
-719.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | 0.0% | -11.8% | +11.8% | 0.0% |
| 3M | +0.6% | -11.6% | +12.2% | +0.6% |
| 6M | +1.5% | -9.3% | +10.8% | +1.5% |
| YTD | +2.8% | +8.9% | -6.1% | +2.8% |
| 1Y | +3.3% | -2.2% | +5.6% | +3.3% |
| 3Y | +13.4% | +91.9% | -78.5% | +13.4% |
| 5Y | +19.8% | +136.0% | -116.2% | +19.8% |
| 10Y | +25.7% | +734.7% | -709.1% | +25.6% |
| All | +25.7% | +744.7% | -719.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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