+1,079.1%
TMO vs BIL
+30.4%
+1,048.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.9% |
| 30D | +1.5% | +0.3% | +1.2% | +3.4% |
| 3M | +28.5% | +0.9% | +27.6% | +36.3% |
| 6M | +20.4% | +1.8% | +18.6% | +35.4% |
| YTD | +4.3% | +2.5% | +1.8% | +22.2% |
| 1Y | +24.1% | +3.7% | +20.4% | +57.3% |
| 3Y | +17.5% | +14.1% | +3.4% | +176.7% |
| 5Y | +6.8% | +19.4% | -12.6% | +241.4% |
| 10Y | +311.9% | +25.3% | +286.6% | +1,750.8% |
| All | +1,079.1% | +30.4% | +1,048.7% | +5,745.8% |
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