+18.3%
TMO vs BIL
+14.1%
+4.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | -2.5% | +0.1% | -2.5% | -2.0% |
| 30D | -0.3% | +0.3% | -0.6% | +2.0% |
| 3M | +25.3% | +0.9% | +24.4% | +34.2% |
| 6M | +20.9% | +1.8% | +19.1% | +37.4% |
| YTD | +4.3% | +2.5% | +1.8% | +22.4% |
| 1Y | +27.0% | +3.7% | +23.4% | +58.0% |
| All | +18.3% | +14.1% | +4.2% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling