+1,370.0%
BAC vs TMO
+8,094.7%
-6,724.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | -0.7% | +1.5% | -2.2% | -1.5% |
| 3M | +16.9% | +28.5% | -11.6% | +4.3% |
| 6M | +29.6% | +20.4% | +9.2% | +18.2% |
| YTD | +15.3% | +4.3% | +11.0% | +11.4% |
| 1Y | +28.8% | +24.1% | +4.7% | +14.7% |
| 3Y | +136.4% | +17.5% | +118.9% | +111.3% |
| 5Y | +72.9% | +6.8% | +66.1% | +57.7% |
| 10Y | +391.8% | +311.9% | +79.9% | +135.6% |
| All | +1,370.0% | +8,094.7% | -6,724.8% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling