-34.5%
TLT vs BIL
+20.3%
-54.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +1.0% | +0.3% | +0.7% | +0.5% |
| 3M | -2.7% | +1.0% | -3.7% | -4.0% |
| 6M | -4.1% | +1.9% | -6.0% | -6.7% |
| YTD | -5.4% | +3.2% | -8.5% | -9.9% |
| 1Y | -7.0% | +3.7% | -10.7% | -12.4% |
| 3Y | +2.8% | +13.8% | -11.0% | -26.0% |
| All | -34.5% | +20.3% | -54.8% | -68.5% |
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 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