+88.6%
BBY vs TAP
-22.2%
+110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.5% |
| 7D | +4.5% | +1.3% | +3.2% | +4.0% |
| 30D | +16.8% | +5.7% | +11.1% | +14.5% |
| 3M | +23.2% | -1.9% | +25.1% | +23.7% |
| 6M | +91.9% | +0.9% | +91.0% | +90.2% |
| YTD | +61.6% | -9.5% | +71.1% | +64.7% |
| 1Y | +43.9% | -9.0% | +52.8% | +46.1% |
| 3Y | +88.6% | -22.2% | +110.9% | +93.6% |
| All | +88.6% | -22.2% | +110.8% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling