+68.0%
BAC vs TEM
+53.2%
+14.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.8% |
| 7D | +0.6% | -1.1% | +1.7% | +0.7% |
| 30D | -1.4% | +11.3% | -12.7% | -2.6% |
| 3M | +15.7% | +25.5% | -9.8% | +12.8% |
| 6M | +32.2% | +17.1% | +15.1% | +28.9% |
| YTD | +15.8% | +3.8% | +12.0% | +13.7% |
| 1Y | +27.3% | -24.4% | +51.6% | +27.5% |
| All | +68.0% | +53.2% | +14.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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