+234.7%
TMUS vs BIL
+25.6%
+209.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.2% |
| 7D | +5.3% | +0.1% | +5.3% | +5.5% |
| 30D | +13.5% | 0.0% | +13.6% | +13.3% |
| 3M | -4.2% | +0.6% | -4.8% | -4.2% |
| 6M | -11.9% | +1.5% | -13.4% | -11.0% |
| YTD | -15.6% | +2.8% | -18.3% | -13.5% |
| 1Y | -16.8% | +3.3% | -20.1% | -14.1% |
| 3Y | +20.8% | +13.4% | +7.4% | +34.6% |
| 5Y | +48.0% | +19.8% | +28.2% | +66.2% |
| 10Y | +234.7% | +25.6% | +209.1% | +173.9% |
| All | +234.7% | +25.6% | +209.1% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling