+1,410.4%
TSM vs BIL
+25.6%
+1,384.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.2% |
| 7D | -7.6% | -0.3% | -7.3% | -7.0% |
| 30D | -20.5% | 0.0% | -20.5% | -20.4% |
| 3M | -10.0% | +0.6% | -10.6% | -10.8% |
| 6M | -10.1% | +1.5% | -11.6% | -12.7% |
| YTD | +24.5% | +2.8% | +21.8% | +16.2% |
| 1Y | +31.2% | +3.3% | +27.8% | +20.2% |
| 3Y | +322.0% | +13.5% | +308.5% | +129.2% |
| 5Y | +245.3% | +19.8% | +225.5% | +37.4% |
| All | +1,410.4% | +25.6% | +1,384.8% | +504.9% |
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