+45.6%
BBY vs TLN
+574.4%
-528.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +9.4% | -14.3% | +23.7% | +10.7% |
| 3M | +19.3% | -9.3% | +28.6% | +19.8% |
| 6M | +47.9% | -1.1% | +49.0% | +46.7% |
| YTD | +39.6% | -16.6% | +56.1% | +40.3% |
| 1Y | +22.2% | -22.0% | +44.2% | +23.6% |
| 3Y | +45.0% | +470.2% | -425.2% | +22.4% |
| All | +45.6% | +574.4% | -528.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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