+36.0%
TSM vs BIL
+3.0%
+33.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -10.0% | -0.3% | -9.7% | -10.0% |
| 30D | -18.5% | 0.0% | -18.5% | -16.8% |
| 3M | -4.9% | +0.3% | -5.2% | +12.1% |
| 6M | -1.0% | +1.2% | -2.2% | +43.5% |
| YTD | +31.3% | +2.4% | +28.8% | +75.0% |
| 1Y | +36.0% | +3.0% | +33.0% | +82.1% |
| All | +36.0% | +3.0% | +33.0% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling