+363.7%
BBY vs TCOM
+2,536.0%
-2,172.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +0.7% | -6.5% | +7.2% | +1.8% |
| 30D | +5.8% | -16.2% | +22.0% | +9.0% |
| 3M | +18.0% | -19.3% | +37.3% | +22.0% |
| 6M | +39.8% | -27.2% | +67.1% | +47.0% |
| YTD | +35.4% | -46.2% | +81.6% | +49.2% |
| 1Y | +21.4% | -46.6% | +68.0% | +33.9% |
| 3Y | +39.5% | +8.4% | +31.2% | +31.8% |
| 5Y | -0.5% | +25.8% | -26.3% | -13.5% |
| 10Y | +240.0% | -11.9% | +251.9% | +198.0% |
| All | +363.7% | +2,536.0% | -2,172.3% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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