+18.0%
BAC vs TFC
-2.5%
+20.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | -7.7% | +8.3% | -16.0% | -12.2% |
| 3M | -21.2% | -5.2% | -16.0% | -18.6% |
| 6M | -6.8% | -0.8% | -6.1% | -6.8% |
| YTD | -8.7% | +3.4% | -12.1% | -11.1% |
| 1Y | -5.3% | +17.0% | -22.3% | -14.7% |
| 3Y | +87.4% | +86.2% | +1.3% | +27.0% |
| All | +18.0% | -2.5% | +20.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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