+91.9%
BBY vs TLN
+0.2%
+91.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.3% |
| 7D | +4.5% | +11.0% | -6.6% | +5.6% |
| 30D | +16.8% | +4.9% | +11.9% | +17.6% |
| 3M | +23.2% | +4.9% | +18.3% | +24.6% |
| 6M | +91.9% | +7.1% | +84.8% | +94.9% |
| All | +91.9% | +0.2% | +91.8% | +94.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling