-44.8%
TOST vs BIL
+19.8%
-64.6%
-80.6%
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 | +3.0% | +0.1% | +2.9% | +3.3% |
| 30D | +10.3% | 0.0% | +10.3% | +9.3% |
| 3M | -3.3% | +0.6% | -3.9% | -3.2% |
| 6M | +37.8% | +1.5% | +36.3% | +40.1% |
| YTD | -2.8% | +2.8% | -5.6% | +1.7% |
| 1Y | -9.6% | +3.3% | -12.9% | -4.2% |
| 3Y | +144.6% | +13.4% | +131.2% | +221.1% |
| 5Y | -31.0% | +19.8% | -50.8% | -43.2% |
| All | -44.8% | +19.8% | -64.6% | -55.3% |
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 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