+65.5%
T vs BIL
+25.2%
+40.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +0.3% | +11.0% | +11.1% |
| 3M | +14.3% | +0.9% | +13.3% | +13.9% |
| 6M | -9.3% | +1.8% | -11.1% | -9.7% |
| YTD | +7.1% | +2.4% | +4.7% | +6.5% |
| 1Y | -9.1% | +3.7% | -12.8% | -9.7% |
| 3Y | +105.3% | +14.2% | +91.2% | +124.3% |
| 5Y | +66.8% | +19.4% | +47.4% | +89.7% |
| All | +65.5% | +25.2% | +40.3% | +108.0% |
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