+298.0%
BAC vs TDY
+7,071.3%
-6,773.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +1.2% | -0.9% | +2.0% | +1.5% |
| 30D | -0.7% | -12.5% | +11.7% | +4.3% |
| 3M | +16.9% | -1.2% | +18.1% | +17.1% |
| 6M | +29.6% | -6.6% | +36.2% | +32.3% |
| YTD | +15.3% | +18.5% | -3.2% | +7.0% |
| 1Y | +28.8% | +10.8% | +18.1% | +22.4% |
| 3Y | +136.4% | +47.5% | +88.9% | +100.6% |
| 5Y | +72.9% | +35.8% | +37.1% | +50.1% |
| 10Y | +391.8% | +459.0% | -67.2% | +158.7% |
| All | +298.0% | +7,071.3% | -6,773.4% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling