+392.9%
BAC vs TMO
+338.2%
+54.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | 0.0% | -0.6% | +0.7% | +0.3% |
| 30D | -2.8% | +1.1% | -3.9% | -3.3% |
| 3M | +14.2% | +28.3% | -14.1% | +3.2% |
| 6M | +30.5% | +23.3% | +7.3% | +19.2% |
| YTD | +15.8% | +5.5% | +10.4% | +12.1% |
| 1Y | +26.2% | +24.5% | +1.6% | +13.5% |
| 3Y | +136.5% | +19.6% | +117.0% | +112.0% |
| 5Y | +75.9% | +8.1% | +67.8% | +60.8% |
| All | +392.9% | +338.2% | +54.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling