+265.7%
TSM vs BAC
+22.0%
+243.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | +6.2% | +3.2% | +3.0% | +4.7% |
| 30D | -7.3% | -0.7% | -6.6% | -6.9% |
| 3M | -7.1% | -20.0% | +12.9% | +2.3% |
| 6M | +0.2% | +3.4% | -3.2% | -2.1% |
| YTD | +32.2% | -5.7% | +38.0% | +34.3% |
| 1Y | +42.8% | -1.4% | +44.2% | +42.0% |
| 3Y | +330.4% | +97.9% | +232.5% | +196.0% |
| All | +265.7% | +22.0% | +243.7% | +224.7% |
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 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