+1,072.4%
BAC vs TER
+8,410.9%
-7,338.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.2% | +11.6% | +0.1% |
| 7D | -2.7% | -28.2% | +25.5% | +5.0% |
| 30D | -8.0% | -50.6% | +42.6% | +8.3% |
| 3M | -20.9% | -45.3% | +24.4% | -10.1% |
| 6M | -5.4% | -40.4% | +35.0% | +1.7% |
| YTD | -8.1% | +10.0% | -18.1% | -17.7% |
| 1Y | -3.1% | +13.6% | -16.7% | -14.3% |
| 3Y | +88.1% | +145.2% | -57.1% | +28.3% |
| 5Y | +19.7% | +50.4% | -30.6% | -10.4% |
| 10Y | +275.9% | +882.9% | -607.1% | +66.4% |
| All | +1,072.4% | +8,410.9% | -7,338.5% | +115.4% |
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 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