+26.2%
BAC vs TNA
+52.8%
-26.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | 0.0% | -7.3% | +7.3% | +1.3% |
| 30D | -2.8% | -14.2% | +11.4% | -0.2% |
| 3M | +14.2% | -4.6% | +18.8% | +14.7% |
| 6M | +30.5% | +36.9% | -6.4% | +20.2% |
| YTD | +15.8% | +42.5% | -26.7% | +5.7% |
| 1Y | +26.2% | +45.8% | -19.6% | +15.1% |
| All | +26.2% | +52.8% | -26.7% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling