+6.9%
TMO vs BIL
+19.4%
-12.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.5% | +0.1% | -2.5% | -2.3% |
| 30D | -0.3% | +0.3% | -0.6% | +0.6% |
| 3M | +25.3% | +0.9% | +24.4% | +28.6% |
| 6M | +20.9% | +1.8% | +19.1% | +26.9% |
| YTD | +4.3% | +2.5% | +1.8% | +10.6% |
| 1Y | +27.0% | +3.7% | +23.4% | +36.9% |
| 3Y | +17.5% | +14.1% | +3.4% | +20.9% |
| 5Y | +6.9% | +19.4% | -12.5% | -7.6% |
| All | +6.9% | +19.4% | -12.5% | -7.6% |
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