+1,064.4%
BAC vs TT
+14,465.8%
-13,401.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.9% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | -7.7% | -14.0% | +6.4% | -0.4% |
| 3M | -21.2% | -15.9% | -5.3% | -14.1% |
| 6M | -6.8% | -17.3% | +10.5% | +1.5% |
| YTD | -8.7% | +4.0% | -12.7% | -12.8% |
| 1Y | -5.3% | -7.1% | +1.8% | -4.1% |
| 3Y | +87.4% | +90.2% | -2.8% | +25.3% |
| 5Y | +18.9% | +131.1% | -112.2% | -30.4% |
| 10Y | +273.3% | +777.7% | -504.4% | +5.8% |
| All | +1,064.4% | +14,465.8% | -13,401.4% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling