+7,378.6%
TSM vs BIL
+30.4%
+7,348.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +3.0% |
| 7D | +2.7% | +0.1% | +2.6% | +3.1% |
| 30D | +3.6% | +0.3% | +3.3% | +5.2% |
| 3M | -3.4% | +0.9% | -4.3% | +0.9% |
| 6M | +20.6% | +1.8% | +18.8% | +31.0% |
| YTD | +41.9% | +2.4% | +39.4% | +58.1% |
| 1Y | +84.4% | +3.7% | +80.6% | +117.3% |
| 3Y | +380.2% | +14.2% | +366.1% | +764.9% |
| 5Y | +275.3% | +19.4% | +255.9% | +740.5% |
| 10Y | +1,751.4% | +25.2% | +1,726.2% | +5,306.2% |
| All | +7,378.6% | +30.4% | +7,348.2% | +21,490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling