+263.2%
BAC vs TER
+897.7%
-634.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | -1.2% | -20.5% | +19.3% | +3.9% |
| 30D | -7.7% | -47.0% | +39.3% | +6.7% |
| 3M | -21.2% | -43.3% | +22.1% | -11.4% |
| 6M | -6.8% | -42.9% | +36.1% | +0.8% |
| YTD | -8.7% | +12.9% | -21.6% | -21.6% |
| 1Y | -5.3% | +18.2% | -23.5% | -20.2% |
| 3Y | +87.4% | +151.8% | -64.3% | +13.1% |
| 5Y | +18.9% | +54.2% | -35.3% | -19.2% |
| All | +263.2% | +897.7% | -634.5% | +16.1% |
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