+71.7%
BAC vs TE
-78.8%
+150.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.9% |
| 7D | +2.1% | -26.9% | +28.9% | +4.1% |
| 30D | -6.7% | -38.9% | +32.2% | -3.9% |
| 3M | -20.2% | -61.0% | +40.8% | -15.6% |
| 6M | -0.2% | -66.4% | +66.2% | +4.5% |
| YTD | -6.4% | -69.0% | +62.6% | -3.1% |
| 1Y | -3.1% | -54.0% | +50.9% | -3.7% |
| 3Y | +96.7% | +38.0% | +58.7% | +60.6% |
| 5Y | +21.3% | -81.0% | +102.3% | +13.8% |
| All | +71.7% | -78.8% | +150.6% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling