+1,641.5%
TSCO vs BIL
+31.3%
+1,610.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +8.7% | +0.3% | +8.4% | +9.5% |
| 3M | +1.2% | +0.9% | +0.3% | +3.6% |
| 6M | +21.6% | +1.8% | +19.7% | +27.3% |
| YTD | -25.3% | +3.1% | -28.5% | -19.2% |
| 1Y | -33.0% | +3.7% | -36.7% | -26.6% |
| 3Y | -2.3% | +13.8% | -16.1% | +35.2% |
| 5Y | -9.2% | +20.2% | -29.4% | +44.6% |
| 10Y | +202.2% | +26.1% | +176.1% | +444.6% |
| All | +1,641.5% | +31.3% | +1,610.3% | +3,006.4% |
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