+135.5%
BAC vs TLN
+602.5%
-467.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.7% |
| 7D | +1.2% | +10.9% | -9.7% | +0.1% |
| 30D | -0.7% | -6.3% | +5.6% | -0.2% |
| 3M | +16.9% | -10.7% | +27.6% | +17.7% |
| 6M | +29.6% | +1.6% | +28.0% | +28.1% |
| YTD | +15.3% | -13.1% | +28.3% | +15.5% |
| 1Y | +28.8% | -15.1% | +43.9% | +29.0% |
| 3Y | +136.4% | +495.0% | -358.6% | +87.9% |
| All | +135.5% | +602.5% | -467.0% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling