+251.7%
BAC vs T
+56.1%
+195.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +2.0% | +1.7% | +0.3% | +1.2% |
| 30D | -6.9% | -1.7% | -5.2% | -6.6% |
| 3M | -19.6% | -7.3% | -12.2% | -17.4% |
| 6M | -0.5% | -11.2% | +10.7% | +3.9% |
| YTD | -6.6% | -8.1% | +1.4% | -5.9% |
| 1Y | -3.0% | -8.0% | +5.1% | -2.3% |
| 3Y | +97.3% | +62.1% | +35.2% | +34.7% |
| 5Y | +21.9% | +55.7% | -33.8% | -19.5% |
| 10Y | +251.7% | +54.1% | +197.5% | +180.8% |
| All | +251.7% | +56.1% | +195.6% | +180.8% |
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