+20.6%
BAC vs TRI
-0.1%
+20.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -7.2% | +5.3% | -0.9% |
| 30D | -7.2% | +4.4% | -11.6% | -8.0% |
| 3M | -20.4% | +4.5% | -24.9% | -21.4% |
| 6M | +1.3% | +23.7% | -22.4% | -4.0% |
| YTD | -6.4% | -14.4% | +8.0% | -3.1% |
| 1Y | -3.5% | -17.4% | +13.9% | +1.0% |
| 3Y | +96.7% | -11.0% | +107.7% | +91.1% |
| 5Y | +20.6% | +0.7% | +19.9% | +3.2% |
| All | +20.6% | -0.1% | +20.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling