+72.9%
BAC vs TE
-41.1%
+114.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -1.1% |
| 7D | +1.2% | +18.2% | -17.1% | 0.0% |
| 30D | -0.7% | -13.5% | +12.8% | 0.0% |
| 3M | +16.9% | -44.6% | +61.5% | +20.3% |
| 6M | +29.6% | -24.7% | +54.3% | +28.1% |
| YTD | +15.3% | -24.3% | +39.5% | +12.8% |
| 1Y | +28.8% | +155.6% | -126.7% | +11.0% |
| 3Y | +136.4% | -18.3% | +154.6% | +108.2% |
| 5Y | +72.9% | -41.3% | +114.2% | +49.0% |
| All | +72.9% | -41.1% | +114.0% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling