+238.5%
TER vs BIL
+14.1%
+224.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +6.0% |
| 7D | +0.6% | +0.1% | +0.5% | +2.1% |
| 30D | -8.3% | +0.3% | -8.6% | -2.9% |
| 3M | -12.2% | +0.9% | -13.2% | +1.2% |
| 6M | +17.1% | +1.8% | +15.2% | +43.8% |
| YTD | +84.7% | +2.4% | +82.2% | +133.4% |
| 1Y | +199.9% | +3.7% | +196.2% | +301.9% |
| All | +238.5% | +14.1% | +224.4% | +355.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling