+391.9%
BAC vs TRU
+144.8%
+247.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | -9.4% | +9.1% | +3.5% |
| 30D | -1.8% | -4.1% | +2.4% | -0.5% |
| 3M | +15.3% | +13.6% | +1.7% | +8.4% |
| 6M | +30.2% | +3.6% | +26.6% | +26.0% |
| YTD | +15.6% | -9.8% | +25.4% | +17.1% |
| 1Y | +27.5% | -13.6% | +41.1% | +30.5% |
| 3Y | +137.0% | -2.0% | +139.0% | +116.6% |
| 5Y | +75.6% | -35.8% | +111.4% | +92.9% |
| All | +391.9% | +144.8% | +247.1% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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