+215.5%
BAC vs TRI
+561.6%
-346.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | +3.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -0.4% | +7.9% | -8.3% | -6.5% |
| 3M | +16.9% | +24.1% | -7.2% | -4.2% |
| 6M | +26.6% | +3.8% | +22.8% | +13.7% |
| YTD | +15.8% | -16.9% | +32.6% | +18.8% |
| 1Y | +27.2% | -38.4% | +65.6% | +63.9% |
| 3Y | +132.4% | -12.2% | +144.6% | +111.8% |
| 5Y | +72.6% | -1.8% | +74.4% | +37.7% |
| 10Y | +389.7% | +207.6% | +182.1% | +30.1% |
| All | +215.5% | +561.6% | -346.1% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling