-43.8%
TOST vs BIL
+19.4%
-63.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +11.6% | -0.3% | +11.9% | +10.3% |
| 30D | +16.2% | 0.0% | +16.3% | +15.1% |
| 3M | +1.0% | +0.3% | +0.7% | +0.7% |
| 6M | +23.2% | +1.2% | +22.0% | +24.7% |
| YTD | -1.0% | +2.4% | -3.4% | +3.0% |
| 1Y | -9.9% | +3.0% | -12.9% | -4.8% |
| 3Y | +101.0% | +13.1% | +87.9% | +163.9% |
| 5Y | -40.4% | +19.4% | -59.8% | -51.8% |
| All | -43.8% | +19.4% | -63.1% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling