-2.4%
BAC vs TPR
+29.4%
-31.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | -1.1% | +2.7% | +1.7% |
| 30D | -6.4% | +15.1% | -21.5% | -9.0% |
| 3M | -21.7% | -13.4% | -8.3% | -19.7% |
| 6M | +0.5% | +1.4% | -0.9% | -1.4% |
| YTD | -6.7% | +4.8% | -11.5% | -7.5% |
| All | -2.4% | +29.4% | -31.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling