+237.8%
TMUS vs BIL
+26.1%
+211.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.9% | +0.1% | +4.8% | +5.0% |
| 30D | +7.7% | +0.3% | +7.4% | +8.2% |
| 3M | -6.8% | +1.0% | -7.7% | -6.1% |
| 6M | -9.7% | +1.9% | -11.6% | -8.2% |
| YTD | -15.0% | +3.2% | -18.1% | -12.2% |
| 1Y | -19.1% | +3.7% | -22.8% | -16.0% |
| 3Y | +21.4% | +13.8% | +7.6% | +36.6% |
| 5Y | +51.2% | +20.3% | +30.9% | +71.6% |
| All | +237.8% | +26.1% | +211.6% | +176.1% |
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