+96.0%
TFC vs BIL
+13.8%
+82.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.5% |
| 30D | +10.8% | +0.3% | +10.5% | +11.8% |
| 3M | -3.8% | +1.0% | -4.7% | -1.1% |
| 6M | +9.6% | +1.9% | +7.7% | +17.4% |
| YTD | +5.8% | +3.2% | +2.6% | +19.9% |
| 1Y | +16.2% | +3.7% | +12.5% | +34.9% |
| 3Y | +96.0% | +13.8% | +82.2% | +183.5% |
| All | +96.0% | +13.8% | +82.2% | +183.5% |
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