+214.5%
BAC vs TT
+737.0%
-522.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | +8.1% | -6.6% | -2.7% |
| 30D | -6.4% | -11.3% | +4.9% | -0.6% |
| 3M | -21.7% | -11.2% | -10.5% | -17.0% |
| 6M | +0.5% | -8.9% | +9.4% | +4.1% |
| YTD | -6.7% | +9.7% | -16.4% | -14.1% |
| 1Y | -4.7% | +1.3% | -5.9% | -8.2% |
| 3Y | +96.1% | +93.4% | +2.7% | +21.9% |
| 5Y | +21.7% | +133.5% | -111.8% | -35.6% |
| All | +214.5% | +737.0% | -522.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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