+1,001.8%
TER vs BIL
+25.6%
+976.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -5.8% | +0.1% | -5.8% | -5.9% |
| 30D | -38.9% | 0.0% | -38.9% | -38.6% |
| 3M | -35.1% | +0.6% | -35.7% | -34.3% |
| 6M | -31.6% | +1.5% | -33.1% | -30.5% |
| YTD | +27.2% | +2.8% | +24.5% | +27.4% |
| 1Y | +35.2% | +3.3% | +31.9% | +34.8% |
| 3Y | +192.8% | +13.4% | +179.4% | +145.4% |
| 5Y | +72.4% | +19.8% | +52.6% | +25.5% |
| 10Y | +1,001.8% | +25.6% | +976.2% | +793.6% |
| All | +1,001.8% | +25.6% | +976.2% | +793.6% |
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