+531.8%
BAC vs TMF
-69.1%
+600.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.5% |
| 7D | -2.7% | +2.7% | -5.4% | -2.0% |
| 30D | -8.0% | +19.3% | -27.3% | -3.3% |
| 3M | -20.9% | -3.7% | -17.3% | -21.6% |
| 6M | -5.4% | -11.3% | +6.0% | -8.2% |
| YTD | -8.1% | -16.6% | +8.5% | -12.1% |
| 1Y | -3.1% | -21.1% | +18.0% | -8.8% |
| 3Y | +88.1% | -26.8% | +115.0% | +79.6% |
| 5Y | +19.7% | -88.0% | +107.8% | -36.0% |
| 10Y | +275.9% | -84.7% | +360.6% | +179.8% |
| All | +531.8% | -69.1% | +600.9% | +577.3% |
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