+19.4%
BIL vs TTMI
+806.9%
-787.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | +0.1% | +7.5% | -7.4% | +0.1% |
| 30D | +0.3% | -4.5% | +4.8% | +0.3% |
| 3M | +0.9% | -28.5% | +29.4% | +0.9% |
| 6M | +1.8% | +28.4% | -26.6% | +1.8% |
| YTD | +2.5% | +80.1% | -77.6% | +2.4% |
| 1Y | +3.7% | +161.0% | -157.3% | +3.7% |
| 3Y | +14.1% | +862.4% | -848.4% | +14.0% |
| 5Y | +19.4% | +812.9% | -793.5% | +19.4% |
| All | +19.4% | +806.9% | -787.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling