+200.9%
TER vs BIL
+3.7%
+197.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +7.1% |
| 7D | +0.6% | +0.1% | +0.5% | +5.1% |
| 30D | -8.3% | +0.3% | -8.6% | +9.0% |
| 3M | -12.2% | +0.9% | -13.2% | +32.0% |
| 6M | +17.1% | +1.8% | +15.2% | +93.3% |
| YTD | +84.7% | +2.4% | +82.2% | +201.6% |
| All | +200.9% | +3.7% | +197.2% | +511.6% |
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 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