-3.5%
BAC vs TT
-0.9%
-2.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.9% | +3.5% | -5.4% | -2.6% |
| 30D | -7.2% | -11.0% | +3.9% | -5.0% |
| 3M | -20.4% | -12.0% | -8.4% | -18.5% |
| 6M | +1.3% | -10.4% | +11.7% | +3.0% |
| YTD | -6.4% | +9.9% | -16.3% | -11.1% |
| 1Y | -3.5% | +1.5% | -5.0% | -5.3% |
| All | -3.5% | -0.9% | -2.6% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling