+88.6%
BBY vs TLN
+580.6%
-491.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +4.5% | +11.0% | -6.6% | +3.8% |
| 30D | +16.8% | +4.9% | +11.9% | +16.3% |
| 3M | +23.2% | +4.9% | +18.3% | +22.4% |
| 6M | +91.9% | +7.1% | +84.8% | +89.4% |
| YTD | +61.6% | +0.3% | +61.3% | +59.7% |
| 1Y | +43.9% | +5.9% | +38.0% | +41.2% |
| 3Y | +88.6% | +578.5% | -489.8% | +45.3% |
| All | +88.6% | +580.6% | -491.9% | +45.3% |
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