+13,634.3%
TSM vs BAC
+307.2%
+13,327.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | +3.6% | -0.4% | +4.0% | +3.6% |
| 3M | -3.4% | +16.9% | -20.3% | -8.1% |
| 6M | +20.6% | +26.6% | -6.0% | +11.9% |
| YTD | +41.9% | +15.8% | +26.1% | +35.0% |
| 1Y | +84.4% | +27.2% | +57.2% | +70.2% |
| 3Y | +380.2% | +132.4% | +247.8% | +264.8% |
| 5Y | +275.3% | +72.6% | +202.8% | +209.6% |
| 10Y | +1,751.4% | +389.7% | +1,361.7% | +971.7% |
| All | +13,634.3% | +307.2% | +13,327.2% | +5,226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling