+366.7%
BAC vs TPR
+7,380.8%
-7,014.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | -0.4% | -23.0% | +22.6% | +9.4% |
| 3M | +16.9% | -12.5% | +29.4% | +21.7% |
| 6M | +26.6% | -21.4% | +48.0% | +36.4% |
| YTD | +15.8% | -3.5% | +19.3% | +14.4% |
| 1Y | +27.2% | +17.4% | +9.8% | +15.0% |
| 3Y | +132.4% | +291.3% | -158.8% | +22.5% |
| 5Y | +72.6% | +241.9% | -169.3% | -9.0% |
| 10Y | +389.7% | +322.7% | +67.1% | +102.3% |
| All | +366.7% | +7,380.8% | -7,014.1% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling