+136.5%
BAC vs TLN
+583.6%
-447.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.4% |
| 7D | +1.1% | +7.1% | -6.0% | +0.4% |
| 30D | -0.4% | -3.9% | +3.5% | -0.1% |
| 3M | +16.9% | -16.2% | +33.1% | +18.5% |
| 6M | +26.6% | -5.8% | +32.4% | +26.2% |
| YTD | +15.8% | -15.4% | +31.2% | +16.4% |
| 1Y | +27.2% | -16.7% | +43.8% | +27.5% |
| 3Y | +132.4% | +473.8% | -341.3% | +85.1% |
| All | +136.5% | +583.6% | -447.0% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling