-3.1%
BAC vs TLN
-8.6%
+5.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | -6.7% | -4.6% | -2.1% | -6.5% |
| 3M | -20.2% | +5.2% | -25.5% | -20.7% |
| 6M | -0.2% | -6.5% | +6.3% | -0.5% |
| YTD | -6.4% | -3.6% | -2.7% | -6.9% |
| 1Y | -3.1% | -8.2% | +5.1% | -2.8% |
| All | -3.1% | -8.6% | +5.5% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling