+26.1%
BIL vs TXT
+90.9%
-64.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +0.3% | +13.3% | -12.9% | +0.3% |
| 3M | +0.9% | -5.1% | +6.1% | +0.9% |
| 6M | +1.8% | -7.1% | +9.0% | +1.8% |
| YTD | +3.1% | -3.2% | +6.4% | +3.1% |
| 1Y | +3.7% | +2.3% | +1.4% | +3.7% |
| 3Y | +13.8% | +11.1% | +2.7% | +13.8% |
| 5Y | +20.2% | +10.0% | +10.2% | +20.2% |
| All | +26.1% | +90.9% | -64.8% | +26.0% |
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