+695.8%
BAC vs TMF
-68.9%
+764.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +1.1% | -1.4% | +2.5% | +0.7% |
| 30D | -0.4% | -2.8% | +2.4% | -1.1% |
| 3M | +16.9% | -10.9% | +27.8% | +13.3% |
| 6M | +26.6% | -21.3% | +47.9% | +18.6% |
| YTD | +15.8% | -15.9% | +31.7% | +10.8% |
| 1Y | +27.2% | -15.7% | +42.9% | +22.1% |
| 3Y | +132.4% | -43.4% | +175.8% | +104.5% |
| 5Y | +72.6% | -87.8% | +160.3% | -6.5% |
| 10Y | +389.7% | -86.7% | +476.5% | +246.2% |
| All | +695.8% | -68.9% | +764.6% | +754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling