+25.7%
BIL vs TXT
+103.6%
-78.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | 0.0% | +17.1% | -17.1% | 0.0% |
| 3M | +0.6% | -2.6% | +3.2% | +0.6% |
| 6M | +1.5% | -4.6% | +6.1% | +1.5% |
| YTD | +2.8% | -0.3% | +3.1% | +2.8% |
| 1Y | +3.3% | +5.9% | -2.6% | +3.3% |
| 3Y | +13.4% | +14.4% | -1.0% | +13.4% |
| 5Y | +19.8% | +15.9% | +4.0% | +19.8% |
| 10Y | +25.7% | +99.6% | -73.9% | +25.6% |
| All | +25.7% | +103.6% | -78.0% | +25.6% |
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