+273.1%
TSM vs BIL
+19.4%
+253.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +3.6% | +0.3% | +3.3% | +2.6% |
| 3M | -3.4% | +0.9% | -4.3% | -6.6% |
| 6M | +20.6% | +1.8% | +18.8% | +10.6% |
| YTD | +41.9% | +2.4% | +39.4% | +24.9% |
| 1Y | +84.4% | +3.7% | +80.6% | +49.4% |
| 3Y | +380.2% | +14.2% | +366.1% | +1.6% |
| All | +273.1% | +19.4% | +253.7% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling