+1,064.4%
BAC vs TER
+8,630.0%
-7,565.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | -1.2% | -20.5% | +19.3% | +4.0% |
| 30D | -7.7% | -47.0% | +39.3% | +6.8% |
| 3M | -21.2% | -43.3% | +22.1% | -11.2% |
| 6M | -6.8% | -42.9% | +36.1% | +1.2% |
| YTD | -8.7% | +12.9% | -21.6% | -18.8% |
| 1Y | -5.3% | +18.2% | -23.5% | -17.0% |
| 3Y | +87.4% | +151.8% | -64.3% | +27.0% |
| 5Y | +18.9% | +54.2% | -35.3% | -11.6% |
| 10Y | +273.3% | +908.2% | -634.9% | +64.2% |
| All | +1,064.4% | +8,630.0% | -7,565.6% | +112.5% |
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