+270.1%
BAC vs TRU
+243.2%
+26.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.5% | -2.2% | +3.7% | +2.4% |
| 30D | -6.4% | +20.2% | -26.6% | -13.4% |
| 3M | -21.7% | +2.2% | -23.9% | -23.2% |
| 6M | +0.5% | +17.6% | -17.1% | -7.9% |
| YTD | -6.7% | -5.0% | -1.7% | -8.2% |
| 1Y | -4.7% | -1.0% | -3.7% | -7.9% |
| 3Y | +96.1% | +56.5% | +39.6% | +45.9% |
| 5Y | +21.7% | -26.2% | +47.9% | +23.4% |
| 10Y | +232.0% | +184.5% | +47.5% | +74.7% |
| All | +270.1% | +243.2% | +26.9% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling