+251.7%
BAC vs TMF
-83.0%
+334.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.0% | +0.6% | +1.4% | +2.1% |
| 30D | -6.9% | +16.3% | -23.3% | -4.0% |
| 3M | -19.6% | -2.7% | -16.9% | -19.9% |
| 6M | -0.5% | -13.2% | +12.7% | -3.1% |
| YTD | -6.6% | -16.7% | +10.1% | -9.7% |
| 1Y | -3.0% | -22.7% | +19.8% | -7.6% |
| 3Y | +97.3% | -26.1% | +123.4% | +92.1% |
| 5Y | +21.9% | -88.4% | +110.3% | -35.2% |
| 10Y | +251.7% | -81.8% | +333.5% | +185.9% |
| All | +251.7% | -83.0% | +334.7% | +185.9% |
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