+1,502.2%
TSM vs BIL
+25.6%
+1,476.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -14.3% | 0.0% | -14.2% | -14.1% |
| 3M | -7.2% | +0.6% | -7.8% | -7.9% |
| 6M | -5.1% | +1.5% | -6.6% | -7.5% |
| YTD | +28.9% | +2.8% | +26.1% | +20.9% |
| 1Y | +37.1% | +3.3% | +33.7% | +26.5% |
| 3Y | +341.5% | +13.4% | +328.1% | +147.2% |
| 5Y | +245.7% | +19.8% | +225.9% | +43.4% |
| 10Y | +1,502.2% | +25.6% | +1,476.6% | +608.9% |
| All | +1,502.2% | +25.6% | +1,476.6% | +608.9% |
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