-4.7%
BAC vs TEM
+6.3%
-11.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | -0.1% |
| 7D | +1.5% | +7.8% | -6.2% | +1.1% |
| 30D | -6.4% | +11.2% | -17.6% | -6.9% |
| 3M | -21.7% | +39.0% | -60.6% | -23.4% |
| 6M | +0.5% | +61.6% | -61.1% | -4.0% |
| YTD | -6.7% | +28.5% | -35.2% | -10.1% |
| 1Y | -4.7% | +6.7% | -11.4% | -5.4% |
| All | -4.7% | +6.3% | -11.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling