+233.0%
BAC vs T
+61.4%
+171.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | -1.9% | +2.0% | -3.8% | -2.8% |
| 30D | -7.2% | -1.0% | -6.1% | -7.2% |
| 3M | -20.4% | -8.1% | -12.3% | -17.8% |
| 6M | +1.3% | -8.3% | +9.5% | +3.9% |
| YTD | -6.4% | -6.1% | -0.3% | -6.7% |
| 1Y | -3.5% | -7.4% | +3.9% | -3.1% |
| 3Y | +96.7% | +65.4% | +31.3% | +32.7% |
| 5Y | +20.6% | +57.6% | -37.1% | -20.8% |
| 10Y | +233.0% | +61.4% | +171.7% | +167.9% |
| All | +233.0% | +61.4% | +171.7% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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