+25.2%
BIL vs TXT
+100.3%
-75.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | +0.8% | -0.8% | +0.1% |
| 30D | +0.3% | -10.4% | +10.7% | +0.3% |
| 3M | +0.9% | -14.3% | +15.2% | +0.9% |
| 6M | +1.8% | -15.1% | +16.9% | +1.8% |
| YTD | +2.5% | -8.3% | +10.8% | +2.5% |
| 1Y | +3.7% | -0.7% | +4.4% | +3.7% |
| 3Y | +14.1% | +6.0% | +8.1% | +14.1% |
| 5Y | +19.4% | +12.5% | +6.9% | +19.4% |
| 10Y | +25.2% | +103.2% | -78.0% | +25.3% |
| All | +25.2% | +100.3% | -75.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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