+135.1%
BAC vs TPR
+292.1%
-157.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | -0.4% | -23.0% | +22.6% | +5.4% |
| 3M | +16.9% | -12.5% | +29.4% | +19.7% |
| 6M | +26.6% | -21.4% | +48.0% | +32.5% |
| YTD | +15.8% | -3.5% | +19.3% | +15.1% |
| 1Y | +27.2% | +17.4% | +9.8% | +19.6% |
| All | +135.1% | +292.1% | -157.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling