+72.8%
TLT vs BIL
+30.4%
+42.4%
-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 | -0.3% | +0.3% | -0.7% | -1.0% |
| 6M | -3.4% | +1.2% | -4.6% | -5.7% |
| YTD | -3.1% | +2.5% | -5.6% | -7.7% |
| 1Y | -5.2% | +3.0% | -8.3% | -10.7% |
| 3Y | +6.5% | +13.2% | -6.7% | -17.5% |
| 5Y | -34.7% | +19.4% | -54.2% | -55.2% |
| 10Y | -17.6% | +25.2% | -42.8% | -49.2% |
| All | +72.8% | +30.4% | +42.4% | -11.1% |
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