+237.7%
BAC vs TPR
+386.9%
-149.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.1% | +12.1% | -10.0% | -2.2% |
| 30D | -6.7% | +16.7% | -23.4% | -12.1% |
| 3M | -20.2% | -17.4% | -2.8% | -15.6% |
| 6M | -0.2% | +2.3% | -2.5% | -2.8% |
| YTD | -6.4% | +7.1% | -13.5% | -11.3% |
| 1Y | -3.1% | +29.5% | -32.6% | -14.7% |
| 3Y | +96.7% | +415.0% | -318.3% | -4.6% |
| 5Y | +21.3% | +261.5% | -240.2% | -35.5% |
| 10Y | +237.7% | +383.3% | -145.6% | +31.0% |
| All | +237.7% | +386.9% | -149.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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