+33.0%
TSM vs BIL
+3.3%
+29.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -14.3% | 0.0% | -14.2% | -10.7% |
| 3M | -7.2% | +0.6% | -7.8% | +15.8% |
| 6M | -5.1% | +1.5% | -6.6% | +49.0% |
| YTD | +28.9% | +2.8% | +26.1% | +88.0% |
| All | +33.0% | +3.3% | +29.7% | +98.7% |
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