-45.4%
TOST vs BIL
+19.8%
-65.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.2% |
| 30D | +8.9% | 0.0% | +8.9% | +8.0% |
| 3M | -2.2% | +0.6% | -2.8% | -2.1% |
| 6M | +41.0% | +1.5% | +39.5% | +43.3% |
| YTD | -4.0% | +2.8% | -6.8% | +0.5% |
| 1Y | -9.6% | +3.3% | -12.9% | -4.1% |
| 3Y | +141.7% | +13.4% | +128.3% | +217.4% |
| 5Y | -29.5% | +19.8% | -49.3% | -42.5% |
| All | -45.4% | +19.8% | -65.3% | -55.8% |
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