-44.5%
TOST vs BIL
+19.4%
-64.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.2% |
| 7D | +9.4% | -0.3% | +9.7% | +8.2% |
| 30D | +13.5% | 0.0% | +13.5% | +12.6% |
| 3M | -0.1% | +0.3% | -0.5% | -0.4% |
| 6M | +22.5% | +1.2% | +21.2% | +24.2% |
| YTD | -2.4% | +2.5% | -4.8% | +1.8% |
| 1Y | -4.7% | +3.0% | -7.7% | +0.8% |
| 3Y | +103.2% | +13.2% | +90.1% | +167.1% |
| 5Y | -41.2% | +19.4% | -60.7% | -52.4% |
| All | -44.5% | +19.4% | -64.0% | -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