+73.4%
TLT vs BIL
+30.4%
+43.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | -0.6% | +0.3% | -0.9% | -1.2% |
| 3M | -2.7% | +0.9% | -3.7% | -4.5% |
| 6M | -5.6% | +1.8% | -7.5% | -8.9% |
| YTD | -2.8% | +2.4% | -5.2% | -7.3% |
| 1Y | -1.4% | +3.7% | -5.2% | -8.4% |
| 3Y | -1.6% | +14.2% | -15.8% | -25.1% |
| 5Y | -33.8% | +19.4% | -53.2% | -54.6% |
| 10Y | -21.1% | +25.2% | -46.4% | -51.4% |
| All | +73.4% | +30.4% | +43.0% | -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