+30.3%
BIL vs TTMI
+1,060.8%
-1,030.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | 0.0% |
| 7D | +0.1% | +5.9% | -5.8% | +0.1% |
| 30D | +0.3% | -4.3% | +4.6% | +0.3% |
| 3M | +0.9% | -32.0% | +33.0% | +0.9% |
| 6M | +1.8% | +19.5% | -17.6% | +1.9% |
| YTD | +2.4% | +82.0% | -79.6% | +2.5% |
| 1Y | +3.7% | +172.6% | -168.9% | +3.8% |
| 3Y | +14.2% | +744.7% | -730.5% | +14.3% |
| 5Y | +19.4% | +805.6% | -786.1% | +19.6% |
| 10Y | +25.2% | +1,057.6% | -1,032.4% | +25.4% |
| All | +30.3% | +1,060.8% | -1,030.5% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling