-25.0%
TGT vs BIL
+19.4%
-44.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.6% | +0.1% | -3.6% | -3.9% |
| 30D | +4.4% | +0.3% | +4.1% | +2.9% |
| 3M | +25.4% | +0.9% | +24.5% | +19.9% |
| 6M | +33.4% | +1.8% | +31.6% | +22.0% |
| YTD | +65.6% | +2.5% | +63.1% | +47.2% |
| 1Y | +80.3% | +3.7% | +76.6% | +53.6% |
| 3Y | +42.1% | +14.1% | +28.1% | -26.0% |
| 5Y | -25.0% | +19.4% | -44.4% | -74.4% |
| All | -25.0% | +19.4% | -44.4% | -74.4% |
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 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