-1.5%
BAC vs TER
+42.7%
-44.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.8% | +10.8% | +4.3% |
| 7D | +1.5% | -19.9% | +21.4% | +2.8% |
| 30D | -4.4% | -43.5% | +39.1% | -1.2% |
| 3M | -17.5% | -37.8% | +20.3% | -15.4% |
| 6M | -0.1% | -25.6% | +25.5% | -0.7% |
| YTD | -4.6% | +29.8% | -34.4% | -13.0% |
| 1Y | -1.5% | +43.2% | -44.7% | -11.5% |
| All | -1.5% | +42.7% | -44.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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