+71.4%
BAC vs TFC
+16.2%
+55.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +2.4% | -1.3% | -0.5% |
| 30D | -0.4% | -1.3% | +0.9% | +0.4% |
| 3M | +16.9% | +6.1% | +10.8% | +12.3% |
| 6M | +26.6% | +7.3% | +19.3% | +20.4% |
| YTD | +15.8% | +8.2% | +7.6% | +9.6% |
| 1Y | +27.2% | +14.4% | +12.7% | +15.9% |
| 3Y | +132.4% | +93.7% | +38.7% | +52.3% |
| All | +71.4% | +16.2% | +55.3% | +52.9% |
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