+399.1%
BAC vs TER
+1,677.3%
-1,278.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -0.4% | -8.3% | +7.9% | +1.2% |
| 3M | +16.9% | -12.2% | +29.1% | +16.5% |
| 6M | +26.6% | +17.1% | +9.5% | +13.3% |
| YTD | +15.8% | +84.7% | -68.9% | -10.5% |
| 1Y | +27.2% | +199.9% | -172.8% | -17.1% |
| 3Y | +132.4% | +232.8% | -100.4% | +36.0% |
| 5Y | +72.6% | +198.6% | -126.0% | -1.6% |
| All | +399.1% | +1,677.3% | -1,278.2% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling