+73.5%
TLT vs BIL
+30.4%
+43.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.6% |
| 30D | +6.2% | 0.0% | +6.2% | +6.2% |
| 3M | +0.1% | +0.3% | -0.3% | -0.6% |
| 6M | -3.0% | +1.2% | -4.2% | -5.3% |
| YTD | -2.7% | +2.5% | -5.2% | -7.3% |
| 1Y | -4.8% | +3.0% | -7.9% | -10.4% |
| 3Y | +6.9% | +13.2% | -6.2% | -17.1% |
| 5Y | -34.5% | +19.4% | -53.9% | -55.0% |
| 10Y | -17.3% | +25.2% | -42.5% | -49.0% |
| All | +73.5% | +30.4% | +43.1% | -10.7% |
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