+22.2%
BBY vs TLN
-23.3%
+45.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.5% |
| 3M | +19.3% | -9.3% | +28.6% | +19.5% |
| 6M | +47.9% | -1.1% | +49.0% | +46.1% |
| YTD | +39.6% | -16.6% | +56.1% | +40.5% |
| 1Y | +22.2% | -22.0% | +44.2% | +31.5% |
| All | +22.2% | -23.3% | +45.5% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling