+84.7%
TFC vs BIL
+25.6%
+59.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.5% |
| 30D | +9.2% | 0.0% | +9.2% | +8.9% |
| 3M | -2.9% | +0.6% | -3.5% | -2.2% |
| 6M | +3.5% | +1.5% | +2.0% | +6.1% |
| YTD | +5.4% | +2.8% | +2.7% | +10.5% |
| 1Y | +17.3% | +3.3% | +14.0% | +24.1% |
| 3Y | +96.7% | +13.4% | +83.3% | +141.6% |
| 5Y | -1.1% | +19.8% | -20.9% | +30.0% |
| 10Y | +84.7% | +25.6% | +59.1% | +140.4% |
| All | +84.7% | +25.6% | +59.1% | +140.4% |
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