+156.2%
TFC vs BIL
+30.4%
+125.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.3% |
| 7D | +2.4% | +0.1% | +2.3% | +3.1% |
| 30D | -1.3% | +0.3% | -1.6% | +1.2% |
| 3M | +6.1% | +0.9% | +5.1% | +14.0% |
| 6M | +7.3% | +1.8% | +5.5% | +23.5% |
| YTD | +8.2% | +2.4% | +5.8% | +30.3% |
| 1Y | +14.4% | +3.7% | +10.7% | +51.8% |
| 3Y | +93.7% | +14.2% | +79.6% | +448.2% |
| 5Y | +16.4% | +19.4% | -3.0% | +375.5% |
| 10Y | +101.6% | +25.2% | +76.3% | +1,129.3% |
| All | +156.2% | +30.4% | +125.8% | +1,449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling