+1,270.2%
TMO vs BIL
+31.3%
+1,238.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +1.3% |
| 30D | +4.0% | +0.3% | +3.7% | +6.4% |
| 3M | +17.6% | +1.0% | +16.6% | +25.1% |
| 6M | +57.3% | +1.9% | +55.4% | +77.6% |
| YTD | +21.2% | +3.2% | +18.0% | +48.7% |
| 1Y | +21.1% | +3.7% | +17.4% | +53.6% |
| 3Y | +58.8% | +13.8% | +45.0% | +268.3% |
| 5Y | +11.8% | +20.3% | -8.5% | +274.4% |
| 10Y | +376.2% | +26.2% | +350.1% | +2,147.0% |
| All | +1,270.2% | +31.3% | +1,238.9% | +7,007.7% |
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