+426.0%
BAC vs TNA
+781.2%
-355.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +3.2% | +3.7% | -0.5% | +1.4% |
| 30D | -0.7% | +4.4% | -5.1% | -3.3% |
| 3M | -20.0% | -26.7% | +6.7% | -10.4% |
| 6M | +3.4% | -12.8% | +16.3% | +6.0% |
| YTD | -5.7% | +22.7% | -28.4% | -18.2% |
| 1Y | -1.4% | +35.7% | -37.1% | -18.6% |
| 3Y | +97.9% | +134.6% | -36.7% | +9.1% |
| 5Y | +22.9% | -46.0% | +68.9% | +6.1% |
| 10Y | +235.3% | +38.0% | +197.3% | +16.9% |
| All | +426.0% | +781.2% | -355.2% | -77.7% |
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