+263.2%
BAC vs T
+55.6%
+207.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | -7.7% | -10.6% | +2.9% | -3.2% |
| 3M | -21.2% | -7.7% | -13.4% | -18.8% |
| 6M | -6.8% | -13.3% | +6.5% | -1.5% |
| YTD | -8.7% | -8.8% | +0.1% | -7.6% |
| 1Y | -5.3% | -8.4% | +3.1% | -4.5% |
| 3Y | +87.4% | +59.6% | +27.8% | +29.0% |
| 5Y | +18.9% | +52.1% | -33.2% | -20.2% |
| All | +263.2% | +55.6% | +207.6% | +195.3% |
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