+322.0%
TSM vs BIL
+13.1%
+308.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.5% |
| 7D | -7.6% | -0.3% | -7.3% | -8.8% |
| 30D | -20.5% | 0.0% | -20.5% | -19.4% |
| 3M | -10.0% | +0.3% | -10.3% | -2.8% |
| 6M | -10.1% | +1.2% | -11.3% | +11.7% |
| YTD | +24.5% | +2.5% | +22.1% | +76.8% |
| 1Y | +31.2% | +3.0% | +28.1% | +100.6% |
| 3Y | +322.0% | +13.2% | +308.8% | +621.2% |
| All | +322.0% | +13.1% | +308.8% | +621.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling