+330.4%
TSM vs BAC
+99.1%
+231.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | +6.2% | +3.2% | +3.0% | +5.0% |
| 30D | -7.3% | -0.7% | -6.6% | -6.9% |
| 3M | -7.1% | -20.0% | +12.9% | +0.5% |
| 6M | +0.2% | +3.4% | -3.2% | -1.9% |
| YTD | +32.2% | -5.7% | +38.0% | +33.7% |
| 1Y | +42.8% | -1.4% | +44.2% | +41.8% |
| 3Y | +330.4% | +97.9% | +232.5% | +231.1% |
| All | +330.4% | +99.1% | +231.3% | +231.1% |
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