+34.5%
BBY vs TMF
-23.9%
+58.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +7.0% |
| 7D | +4.5% | +4.0% | +0.6% | +3.0% |
| 30D | +16.0% | +19.5% | -3.5% | +9.4% |
| 3M | +18.6% | -3.5% | +22.2% | +18.7% |
| 6M | +80.1% | -10.6% | +90.6% | +82.9% |
| YTD | +57.4% | -17.1% | +74.5% | +60.7% |
| 1Y | +34.5% | -24.3% | +58.8% | +38.9% |
| All | +34.5% | -23.9% | +58.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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