+391.9%
BAC vs TNA
+84.1%
+307.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.8% |
| 7D | -0.3% | -7.6% | +7.3% | +2.2% |
| 30D | -1.8% | -13.6% | +11.9% | +2.6% |
| 3M | +15.3% | +2.8% | +12.5% | +13.3% |
| 6M | +30.2% | +34.5% | -4.3% | +15.5% |
| YTD | +15.6% | +41.0% | -25.5% | +0.1% |
| 1Y | +27.5% | +52.0% | -24.6% | +6.1% |
| 3Y | +137.0% | +103.5% | +33.6% | +59.6% |
| 5Y | +75.6% | -22.5% | +98.1% | +43.4% |
| All | +391.9% | +84.1% | +307.8% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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