-5.3%
BAC vs TER
+16.5%
-21.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -1.2% | -20.5% | +19.3% | +0.2% |
| 30D | -7.7% | -47.0% | +39.3% | -4.1% |
| 3M | -21.2% | -43.3% | +22.1% | -18.6% |
| 6M | -6.8% | -42.9% | +36.1% | -5.3% |
| YTD | -8.7% | +12.9% | -21.6% | -18.0% |
| 1Y | -5.3% | +18.2% | -23.5% | -16.2% |
| All | -5.3% | +16.5% | -21.7% | -16.2% |
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