+88.6%
BBY vs TMF
-32.2%
+120.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +4.5% | -9.3% | +13.7% | +6.4% |
| 30D | +16.8% | +1.9% | +14.9% | +16.6% |
| 3M | +23.2% | -11.2% | +34.4% | +25.8% |
| 6M | +91.9% | -17.7% | +109.6% | +98.1% |
| YTD | +61.6% | -24.5% | +86.1% | +68.5% |
| 1Y | +43.9% | -29.4% | +73.3% | +51.5% |
| 3Y | +88.6% | -33.4% | +122.1% | +103.8% |
| All | +88.6% | -32.2% | +120.9% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling