+222.1%
T vs BIL
+30.4%
+191.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.0% |
| 30D | +11.4% | +0.3% | +11.0% | +12.6% |
| 3M | +14.3% | +0.9% | +13.3% | +18.2% |
| 6M | -9.3% | +1.8% | -11.1% | -3.2% |
| YTD | +7.1% | +2.4% | +4.7% | +16.8% |
| 1Y | -9.1% | +3.7% | -12.8% | +3.7% |
| 3Y | +105.3% | +14.2% | +91.2% | +238.6% |
| 5Y | +66.8% | +19.4% | +47.4% | +229.4% |
| 10Y | +66.8% | +25.2% | +41.6% | +301.2% |
| All | +222.1% | +30.4% | +191.7% | +674.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling