+156.8%
BAC vs TRI
+584.3%
-427.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | -2.9% | +6.1% | +5.1% |
| 30D | -0.7% | +3.7% | -4.4% | -4.7% |
| 3M | -20.0% | +3.7% | -23.7% | -24.9% |
| 6M | +3.4% | +35.1% | -31.7% | -24.0% |
| YTD | -5.7% | -14.0% | +8.3% | -8.3% |
| 1Y | -1.4% | -19.0% | +17.5% | +0.4% |
| 3Y | +97.9% | -12.0% | +109.9% | +76.0% |
| 5Y | +22.9% | +0.6% | +22.3% | -5.8% |
| 10Y | +235.3% | +225.4% | +9.9% | -17.1% |
| All | +156.8% | +584.3% | -427.5% | -66.4% |
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