+236.2%
BBY vs TAP
-50.5%
+286.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | -5.3% | +5.9% | +2.7% |
| 30D | +5.8% | -7.4% | +13.1% | +8.8% |
| 3M | +18.0% | -4.9% | +22.9% | +20.0% |
| 6M | +39.8% | -14.2% | +54.1% | +47.2% |
| YTD | +35.4% | -14.8% | +50.2% | +42.2% |
| 1Y | +21.4% | -18.1% | +39.5% | +28.9% |
| 3Y | +39.5% | -32.7% | +72.2% | +57.8% |
| 5Y | -0.5% | -0.5% | 0.0% | -4.7% |
| All | +236.2% | -50.5% | +286.7% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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