+399.1%
BAC vs TT
+912.5%
-513.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -7.2% | +6.8% | +3.6% |
| 3M | +16.9% | -3.0% | +19.9% | +17.8% |
| 6M | +26.6% | +1.4% | +25.3% | +23.7% |
| YTD | +15.8% | +15.9% | -0.1% | +4.1% |
| 1Y | +27.2% | +9.4% | +17.7% | +17.5% |
| 3Y | +132.4% | +124.4% | +8.0% | +32.3% |
| 5Y | +72.6% | +138.0% | -65.4% | -8.3% |
| All | +399.1% | +912.5% | -513.4% | +10.8% |
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