+20.5%
TMUS vs BIL
+13.4%
+7.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.8% |
| 30D | +13.8% | 0.0% | +13.8% | +13.1% |
| 3M | -4.6% | +0.6% | -5.2% | -6.5% |
| 6M | -11.7% | +1.5% | -13.2% | -13.2% |
| YTD | -15.4% | +2.8% | -18.2% | -14.5% |
| 1Y | -16.1% | +3.3% | -19.5% | -14.0% |
| 3Y | +20.5% | +13.4% | +7.1% | +64.3% |
| All | +20.5% | +13.4% | +7.1% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling