+72.9%
BAC vs TRU
-35.2%
+108.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +3.3% |
| 30D | -0.7% | -2.8% | +2.1% | -0.1% |
| 3M | +16.9% | +13.0% | +3.9% | +11.8% |
| 6M | +29.6% | +0.7% | +28.9% | +27.7% |
| YTD | +15.3% | -9.0% | +24.3% | +16.3% |
| 1Y | +28.8% | -16.3% | +45.1% | +32.9% |
| 3Y | +136.4% | -1.1% | +137.5% | +124.4% |
| 5Y | +72.9% | -36.0% | +108.9% | +87.7% |
| All | +72.9% | -35.2% | +108.1% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling