+96.7%
BAC vs TMF
-30.8%
+127.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.4% |
| 7D | +2.1% | -1.1% | +3.1% | +2.1% |
| 30D | -6.7% | +11.8% | -18.5% | -7.0% |
| 3M | -20.2% | -4.0% | -16.2% | -20.2% |
| 6M | -0.2% | -16.5% | +16.3% | +0.3% |
| YTD | -6.4% | -19.9% | +13.5% | -5.9% |
| 1Y | -3.1% | -25.6% | +22.5% | -2.4% |
| 3Y | +96.7% | -29.9% | +126.6% | +92.7% |
| All | +96.7% | -30.8% | +127.5% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling