+246.5%
BBY vs TMF
-86.4%
+333.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +0.6% | -5.1% | +5.7% | +0.4% |
| 30D | +9.4% | -4.6% | +14.0% | +9.2% |
| 3M | +19.3% | -16.6% | +35.9% | +18.4% |
| 6M | +47.9% | -19.9% | +67.8% | +46.4% |
| YTD | +39.6% | -20.2% | +59.7% | +38.2% |
| 1Y | +22.2% | -27.7% | +49.9% | +20.4% |
| 3Y | +45.0% | -43.9% | +88.9% | +41.3% |
| 5Y | +2.6% | -88.4% | +91.0% | -20.5% |
| All | +246.5% | -86.4% | +333.0% | +228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling