+1,376.8%
BAC vs TFC
+2,596.5%
-1,219.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +2.4% | -1.3% | -0.9% |
| 30D | -0.4% | -1.3% | +0.9% | +0.6% |
| 3M | +16.9% | +6.1% | +10.8% | +10.9% |
| 6M | +26.6% | +7.3% | +19.3% | +18.6% |
| YTD | +15.8% | +8.2% | +7.6% | +7.6% |
| 1Y | +27.2% | +14.4% | +12.7% | +12.5% |
| 3Y | +132.4% | +93.7% | +38.7% | +30.1% |
| 5Y | +72.6% | +16.4% | +56.2% | +37.1% |
| 10Y | +389.7% | +101.6% | +288.2% | +134.9% |
| All | +1,376.8% | +2,596.5% | -1,219.6% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling