+144.9%
TFC vs BIL
+30.4%
+114.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.7% |
| 7D | +1.2% | -0.3% | +1.5% | -0.7% |
| 30D | +8.3% | 0.0% | +8.3% | +8.4% |
| 3M | -5.2% | +0.3% | -5.5% | -2.8% |
| 6M | -0.8% | +1.2% | -2.0% | +9.1% |
| YTD | +3.4% | +2.5% | +1.0% | +24.8% |
| 1Y | +17.0% | +3.0% | +14.0% | +47.5% |
| 3Y | +86.2% | +13.2% | +73.0% | +390.3% |
| 5Y | -2.3% | +19.4% | -21.7% | +300.1% |
| 10Y | +93.9% | +25.2% | +68.7% | +1,082.1% |
| All | +144.9% | +30.4% | +114.6% | +1,383.6% |
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 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