+546.2%
BAC vs TNA
+1,004.3%
-458.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.4% | -4.9% | +4.5% | +1.4% |
| 3M | +16.9% | +0.4% | +16.5% | +15.0% |
| 6M | +26.6% | +32.5% | -5.9% | +8.8% |
| YTD | +15.8% | +53.7% | -37.9% | -7.3% |
| 1Y | +27.2% | +65.1% | -37.9% | -3.4% |
| 3Y | +132.4% | +98.4% | +34.0% | +38.8% |
| 5Y | +72.6% | -22.5% | +95.1% | +27.6% |
| 10Y | +389.7% | +82.5% | +307.2% | +51.1% |
| All | +546.2% | +1,004.3% | -458.2% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling