-41.3%
TE vs BIL
+19.4%
-60.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.1% |
| 7D | +18.2% | +0.1% | +18.1% | +19.2% |
| 30D | -13.5% | +0.3% | -13.8% | -10.7% |
| 3M | -44.6% | +0.9% | -45.5% | -38.8% |
| 6M | -24.7% | +1.8% | -26.5% | -11.6% |
| YTD | -24.3% | +2.5% | -26.7% | -7.8% |
| 1Y | +155.6% | +3.7% | +151.9% | +245.5% |
| 3Y | -18.3% | +14.1% | -32.3% | +162.4% |
| 5Y | -41.3% | +19.4% | -60.7% | -6.3% |
| All | -41.3% | +19.4% | -60.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling