+135.1%
BAC vs TER
+234.6%
-99.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.7% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -0.4% | -8.3% | +7.9% | +0.4% |
| 3M | +16.9% | -12.2% | +29.1% | +16.7% |
| 6M | +26.6% | +17.1% | +9.5% | +18.9% |
| YTD | +15.8% | +84.7% | -68.9% | -0.1% |
| 1Y | +27.2% | +199.9% | -172.8% | -1.2% |
| All | +135.1% | +234.6% | -99.5% | +55.7% |
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