+392.9%
BAC vs TRI
+196.2%
+196.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | 0.0% | -7.9% | +7.9% | +2.5% |
| 30D | -2.8% | -4.5% | +1.7% | -1.8% |
| 3M | +14.2% | +22.1% | -7.9% | +4.5% |
| 6M | +30.5% | -2.8% | +33.3% | +28.3% |
| YTD | +15.8% | -23.4% | +39.2% | +24.4% |
| 1Y | +26.2% | -41.5% | +67.7% | +53.0% |
| 3Y | +136.5% | -19.2% | +155.7% | +135.1% |
| 5Y | +75.9% | -9.4% | +85.3% | +60.4% |
| All | +392.9% | +196.2% | +196.7% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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