+18.0%
BAC vs TER
+53.6%
-35.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -1.2% | -20.5% | +19.3% | +2.3% |
| 30D | -7.7% | -47.0% | +39.3% | +1.8% |
| 3M | -21.2% | -43.3% | +22.1% | -14.6% |
| 6M | -6.8% | -42.9% | +36.1% | -1.7% |
| YTD | -8.7% | +12.9% | -21.6% | -18.8% |
| 1Y | -5.3% | +18.2% | -23.5% | -16.9% |
| 3Y | +87.4% | +151.8% | -64.3% | +25.1% |
| All | +18.0% | +53.6% | -35.6% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling