+97.3%
BAC vs TE
-20.5%
+117.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.5% |
| 7D | +2.0% | -10.5% | +12.5% | +2.5% |
| 30D | -6.9% | -32.4% | +25.5% | -5.1% |
| 3M | -19.6% | -60.9% | +41.3% | -15.8% |
| 6M | -0.5% | -62.8% | +62.4% | +2.7% |
| YTD | -6.6% | -65.7% | +59.1% | -4.5% |
| 1Y | -3.0% | -39.9% | +36.9% | -5.2% |
| 3Y | +97.3% | +10.6% | +86.7% | +68.5% |
| All | +97.3% | -20.5% | +117.8% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling