+30.4%
BIL vs TT
+1,709.7%
-1,679.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | 0.0% | -14.0% | +14.0% | 0.0% |
| 3M | +0.3% | -15.9% | +16.2% | +0.3% |
| 6M | +1.2% | -17.3% | +18.6% | +1.2% |
| YTD | +2.5% | +4.0% | -1.5% | +2.5% |
| 1Y | +3.0% | -7.1% | +10.2% | +3.0% |
| 3Y | +13.2% | +90.2% | -77.1% | +13.3% |
| 5Y | +19.4% | +131.1% | -111.7% | +19.6% |
| 10Y | +25.2% | +777.7% | -752.5% | +25.8% |
| All | +30.4% | +1,709.7% | -1,679.3% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling