+112.4%
BAC vs TE
-49.8%
+162.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | +0.6% | +15.0% | -14.4% | -0.4% |
| 30D | -1.4% | -7.5% | +6.2% | -1.1% |
| 3M | +15.7% | -42.0% | +57.7% | +18.7% |
| 6M | +32.2% | -31.4% | +63.6% | +31.6% |
| YTD | +15.8% | -26.5% | +42.3% | +13.6% |
| 1Y | +27.3% | +153.1% | -125.8% | +10.0% |
| 3Y | +137.5% | -20.7% | +158.1% | +108.7% |
| 5Y | +73.1% | -45.4% | +118.5% | +52.0% |
| All | +112.4% | -49.8% | +162.2% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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