+96.7%
BAC vs TER
+188.4%
-91.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.1% | -8.9% | +10.9% | +2.9% |
| 30D | -6.7% | -39.1% | +32.4% | -1.7% |
| 3M | -20.2% | -32.8% | +12.5% | -17.3% |
| 6M | -0.2% | -31.7% | +31.5% | +1.2% |
| YTD | -6.4% | +26.9% | -33.3% | -15.9% |
| 1Y | -3.1% | +33.6% | -36.7% | -13.9% |
| 3Y | +96.7% | +181.5% | -84.8% | +29.7% |
| All | +96.7% | +188.4% | -91.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling