+136.4%
BAC vs TNA
+105.9%
+30.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.5% |
| 7D | +0.6% | -3.6% | +4.2% | +1.5% |
| 30D | -1.4% | -10.1% | +8.7% | +1.1% |
| 3M | +15.7% | +2.7% | +13.0% | +14.2% |
| 6M | +32.2% | +38.4% | -6.2% | +19.3% |
| YTD | +15.8% | +45.4% | -29.7% | +2.5% |
| 1Y | +27.3% | +55.9% | -28.7% | +9.3% |
| All | +136.4% | +105.9% | +30.5% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling