-78.9%
TE vs BIL
+20.1%
-99.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -26.9% | +0.1% | -26.9% | -26.7% |
| 30D | -38.9% | 0.0% | -38.9% | -38.4% |
| 3M | -61.0% | +0.6% | -61.6% | -58.9% |
| 6M | -66.4% | +1.5% | -67.9% | -62.8% |
| YTD | -69.0% | +2.8% | -71.8% | -64.3% |
| 1Y | -54.0% | +3.3% | -57.3% | -45.4% |
| 3Y | +38.0% | +13.4% | +24.6% | +233.6% |
| 5Y | -81.0% | +19.8% | -100.8% | -66.1% |
| All | -78.9% | +20.1% | -99.1% | -61.5% |
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