+44.7%
BBY vs TLN
+583.6%
-538.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.9% |
| 7D | +9.5% | +7.1% | +2.4% | +8.9% |
| 30D | +6.8% | -3.9% | +10.7% | +7.0% |
| 3M | +28.9% | -16.2% | +45.0% | +30.3% |
| 6M | +37.8% | -5.8% | +43.6% | +37.3% |
| YTD | +38.7% | -15.4% | +54.2% | +39.3% |
| 1Y | +23.7% | -16.7% | +40.4% | +24.4% |
| 3Y | +39.1% | +473.8% | -434.6% | +17.2% |
| All | +44.7% | +583.6% | -538.8% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling