+55.5%
T vs BIL
+25.6%
+30.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -10.6% | 0.0% | -10.6% | -10.7% |
| 3M | -7.7% | +0.6% | -8.3% | -8.3% |
| 6M | -13.3% | +1.5% | -14.8% | -14.3% |
| YTD | -8.8% | +2.8% | -11.5% | -10.3% |
| 1Y | -8.4% | +3.3% | -11.7% | -10.1% |
| 3Y | +59.6% | +13.5% | +46.2% | +62.4% |
| 5Y | +52.1% | +19.8% | +32.3% | +59.1% |
| All | +55.5% | +25.6% | +30.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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