+392.9%
BAC vs TDY
+479.2%
-86.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | -2.8% | -12.0% | +9.3% | +4.4% |
| 3M | +14.2% | -3.2% | +17.4% | +15.8% |
| 6M | +30.5% | -7.9% | +38.4% | +35.4% |
| YTD | +15.8% | +18.2% | -2.4% | +3.0% |
| 1Y | +26.2% | +6.7% | +19.5% | +18.7% |
| 3Y | +136.5% | +47.5% | +89.0% | +81.0% |
| 5Y | +75.9% | +39.5% | +36.4% | +36.2% |
| All | +392.9% | +479.2% | -86.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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