+20.6%
BAC vs TPR
+238.0%
-217.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -1.9% | +6.4% | -8.3% | -3.7% |
| 30D | -7.2% | +13.8% | -20.9% | -10.7% |
| 3M | -20.4% | -16.6% | -3.8% | -17.0% |
| 6M | +1.3% | +0.7% | +0.6% | -0.3% |
| YTD | -6.4% | +5.3% | -11.7% | -9.7% |
| 1Y | -3.5% | +32.4% | -35.9% | -13.2% |
| 3Y | +96.7% | +406.4% | -309.7% | +8.3% |
| 5Y | +20.6% | +227.9% | -207.3% | -23.3% |
| All | +20.6% | +238.0% | -217.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling