+346.2%
TSM vs BAC
+97.7%
+248.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | -1.9% | +6.3% | +5.3% |
| 30D | -7.0% | -7.2% | +0.2% | -4.4% |
| 3M | -1.8% | -20.4% | +18.6% | +6.5% |
| 6M | +2.7% | +1.3% | +1.4% | +1.4% |
| YTD | +37.1% | -6.4% | +43.5% | +39.0% |
| 1Y | +43.5% | -3.5% | +47.0% | +43.7% |
| All | +346.2% | +97.7% | +248.5% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling