+239.9%
TMUS vs BIL
+26.1%
+213.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.6% |
| 30D | +11.3% | +0.3% | +10.9% | +11.7% |
| 3M | -2.9% | +0.9% | -3.8% | -2.2% |
| 6M | -10.5% | +1.8% | -12.4% | -9.1% |
| YTD | -14.4% | +3.1% | -17.6% | -11.6% |
| 1Y | -17.9% | +3.7% | -21.6% | -14.7% |
| 3Y | +21.9% | +13.8% | +8.1% | +37.1% |
| 5Y | +52.1% | +20.2% | +31.9% | +72.8% |
| All | +239.9% | +26.1% | +213.8% | +178.1% |
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