+236.4%
TSM vs BAC
+18.0%
+218.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | -7.6% | -1.2% | -6.4% | -7.0% |
| 30D | -20.5% | -7.7% | -12.8% | -17.6% |
| 3M | -10.0% | -21.2% | +11.2% | -0.3% |
| 6M | -10.1% | -6.8% | -3.2% | -7.9% |
| YTD | +24.5% | -8.7% | +33.2% | +28.3% |
| 1Y | +31.2% | -5.3% | +36.5% | +32.8% |
| 3Y | +322.0% | +87.4% | +234.5% | +198.3% |
| All | +236.4% | +18.0% | +218.4% | +201.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling