-54.0%
TE vs BIL
+3.3%
-57.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.7% |
| 7D | -26.9% | +0.1% | -26.9% | -27.4% |
| 30D | -38.9% | 0.0% | -38.9% | -36.2% |
| 3M | -61.0% | +0.6% | -61.6% | -52.7% |
| 6M | -66.4% | +1.5% | -67.9% | -58.0% |
| YTD | -69.0% | +2.8% | -71.8% | -84.1% |
| 1Y | -54.0% | +3.3% | -57.3% | -81.5% |
| All | -54.0% | +3.3% | -57.3% | -81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling