-3.5%
BAC vs TER
+45.2%
-48.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | -0.6% |
| 7D | -1.9% | +5.9% | -7.8% | -2.4% |
| 30D | -7.2% | -30.8% | +23.6% | -5.3% |
| 3M | -20.4% | -29.9% | +9.5% | -19.1% |
| 6M | +1.3% | -27.5% | +28.7% | +1.0% |
| YTD | -6.4% | +37.5% | -43.9% | -17.6% |
| 1Y | -3.5% | +50.3% | -53.8% | -17.4% |
| All | -3.5% | +45.2% | -48.7% | -17.4% |
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 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