+1,094.1%
BAC vs TT
+15,156.8%
-14,062.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +0.8% | +1.2% | +1.5% |
| 30D | -6.7% | -11.8% | +5.1% | -0.8% |
| 3M | -20.2% | -11.6% | -8.7% | -15.4% |
| 6M | -0.2% | -9.3% | +9.1% | +3.5% |
| YTD | -6.4% | +8.9% | -15.3% | -12.7% |
| 1Y | -3.1% | -2.2% | -0.9% | -4.5% |
| 3Y | +96.7% | +91.9% | +4.9% | +31.0% |
| 5Y | +21.3% | +136.0% | -114.7% | -29.8% |
| 10Y | +237.7% | +734.7% | -497.0% | -1.8% |
| All | +1,094.1% | +15,156.8% | -14,062.8% | -6.1% |
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