+87.4%
BAC vs TLN
+538.9%
-451.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.4% |
| 7D | -1.2% | -1.3% | +0.1% | -1.2% |
| 30D | -7.7% | -10.5% | +2.8% | -6.8% |
| 3M | -21.2% | +0.1% | -21.3% | -21.5% |
| 6M | -6.8% | -17.4% | +10.6% | -5.8% |
| YTD | -8.7% | -9.7% | +1.0% | -9.2% |
| 1Y | -5.3% | -12.3% | +7.0% | -5.6% |
| 3Y | +87.4% | +528.3% | -440.8% | +36.9% |
| All | +87.4% | +538.9% | -451.5% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling