+136.4%
BAC vs TRI
-17.7%
+154.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | +1.2% | -7.1% | +8.2% | +1.8% |
| 30D | -0.7% | -2.3% | +1.6% | -0.6% |
| 3M | +16.9% | +19.6% | -2.6% | +13.8% |
| 6M | +29.6% | -8.7% | +38.3% | +30.3% |
| YTD | +15.3% | -22.3% | +37.5% | +19.8% |
| 1Y | +28.8% | -40.7% | +69.5% | +41.8% |
| 3Y | +136.4% | -17.8% | +154.1% | +128.4% |
| All | +136.4% | -17.7% | +154.1% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling