+1,376.8%
BAC vs TER
+14,183.4%
-12,806.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -0.4% | -8.3% | +7.9% | +1.2% |
| 3M | +16.9% | -12.2% | +29.1% | +16.7% |
| 6M | +26.6% | +17.1% | +9.5% | +14.8% |
| YTD | +15.8% | +84.7% | -68.9% | -7.3% |
| 1Y | +27.2% | +199.9% | -172.8% | -11.7% |
| 3Y | +132.4% | +232.8% | -100.4% | +49.6% |
| 5Y | +72.6% | +198.6% | -126.0% | +10.1% |
| 10Y | +389.7% | +1,669.7% | -1,280.0% | +90.4% |
| All | +1,376.8% | +14,183.4% | -12,806.6% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling