+233.0%
BAC vs TMF
-81.8%
+314.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -3.4% | +1.5% | -2.5% |
| 30D | -7.2% | +11.5% | -18.7% | -5.0% |
| 3M | -20.4% | -4.5% | -15.9% | -21.0% |
| 6M | +1.3% | -15.0% | +16.2% | -1.8% |
| YTD | -6.4% | -19.9% | +13.5% | -10.1% |
| 1Y | -3.5% | -26.6% | +23.1% | -9.0% |
| 3Y | +96.7% | -29.8% | +126.5% | +89.4% |
| 5Y | +20.6% | -88.2% | +108.8% | -34.5% |
| 10Y | +233.0% | -81.4% | +314.4% | +177.9% |
| All | +233.0% | -81.8% | +314.8% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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