+373.1%
TSM vs BAC
+132.7%
+240.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +3.6% | -0.4% | +4.0% | +3.7% |
| 3M | -3.4% | +16.9% | -20.3% | -9.2% |
| 6M | +20.6% | +26.6% | -6.0% | +9.6% |
| YTD | +41.9% | +15.8% | +26.1% | +33.2% |
| 1Y | +84.4% | +27.2% | +57.2% | +66.3% |
| All | +373.1% | +132.7% | +240.3% | +234.6% |
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