+54.6%
TER vs BIL
+19.4%
+35.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | -20.5% | -0.3% | -20.2% | -20.3% |
| 30D | -47.0% | 0.0% | -47.0% | -46.4% |
| 3M | -43.3% | +0.3% | -43.6% | -42.4% |
| 6M | -42.9% | +1.2% | -44.1% | -42.1% |
| YTD | +12.9% | +2.5% | +10.4% | +10.1% |
| 1Y | +18.2% | +3.0% | +15.1% | +12.9% |
| 3Y | +151.8% | +13.2% | +138.6% | +24.0% |
| All | +54.6% | +19.4% | +35.1% | -58.6% |
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 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