+12,377.6%
TSM vs BAC
+228.4%
+12,149.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.8% |
| 7D | -2.5% | +2.0% | -4.5% | -3.0% |
| 30D | -14.3% | -6.9% | -7.3% | -12.3% |
| 3M | -7.2% | -19.6% | +12.3% | -0.9% |
| 6M | -5.1% | -0.5% | -4.7% | -5.3% |
| YTD | +28.9% | -6.6% | +35.5% | +31.0% |
| 1Y | +37.1% | -3.0% | +40.0% | +37.7% |
| 3Y | +341.5% | +97.3% | +244.2% | +252.9% |
| 5Y | +245.7% | +21.9% | +223.8% | +217.3% |
| 10Y | +1,502.2% | +251.7% | +1,250.6% | +925.8% |
| All | +12,377.6% | +228.4% | +12,149.2% | +5,068.5% |
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