+40.6%
BBY vs TLN
+483.9%
-443.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | +1.2% | +5.8% | -4.7% | +0.7% |
| 30D | +6.8% | -6.9% | +13.6% | +7.3% |
| 3M | +18.7% | -10.9% | +29.6% | +19.4% |
| 6M | +37.3% | -4.6% | +41.9% | +36.7% |
| YTD | +35.3% | -14.7% | +50.0% | +35.8% |
| 1Y | +20.7% | -17.9% | +38.6% | +21.6% |
| All | +40.6% | +483.9% | -443.3% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling