+25.2%
BIL vs TYL
+168.7%
-143.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.3% | +6.7% | -6.9% | -0.3% |
| 30D | 0.0% | +26.5% | -26.5% | 0.0% |
| 3M | +0.3% | +37.3% | -37.0% | +0.3% |
| 6M | +1.2% | +31.2% | -29.9% | +1.2% |
| YTD | +2.5% | -7.4% | +9.8% | +2.5% |
| 1Y | +3.0% | -9.6% | +12.6% | +3.0% |
| 3Y | +13.2% | +1.9% | +11.3% | +13.2% |
| 5Y | +19.4% | -21.1% | +40.5% | +19.4% |
| All | +25.2% | +168.7% | -143.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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