+214.5%
BAC vs TNA
+34.7%
+179.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +1.2% |
| 7D | +1.5% | +7.7% | -6.2% | -1.1% |
| 30D | -6.4% | -0.7% | -5.7% | -6.7% |
| 3M | -21.7% | -25.4% | +3.7% | -14.9% |
| 6M | +0.5% | -11.8% | +12.3% | +2.2% |
| YTD | -6.7% | +23.9% | -30.6% | -16.4% |
| 1Y | -4.7% | +25.6% | -30.2% | -15.5% |
| 3Y | +96.1% | +137.1% | -41.0% | +24.9% |
| 5Y | +21.7% | -45.4% | +67.1% | +12.5% |
| All | +214.5% | +34.7% | +179.8% | +41.1% |
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