+79.6%
TSM vs BAC
+28.0%
+51.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +6.0% | +1.2% | +4.9% | +5.7% |
| 30D | +4.5% | -0.7% | +5.2% | +4.7% |
| 3M | +3.1% | +16.9% | -13.8% | -1.8% |
| 6M | +30.2% | +29.6% | +0.6% | +18.8% |
| YTD | +45.2% | +15.3% | +30.0% | +37.1% |
| 1Y | +79.6% | +28.8% | +50.7% | +67.7% |
| All | +79.6% | +28.0% | +51.6% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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