+41.5%
BBY vs TMF
-42.4%
+83.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +8.1% | +1.0% | +7.1% | +8.0% |
| 30D | +8.9% | -1.8% | +10.8% | +9.2% |
| 3M | +22.0% | -8.2% | +30.3% | +23.4% |
| 6M | +37.8% | -19.5% | +57.3% | +41.4% |
| YTD | +37.3% | -16.0% | +53.3% | +40.0% |
| 1Y | +21.6% | -22.5% | +44.0% | +25.0% |
| 3Y | +41.5% | -42.3% | +83.8% | +46.9% |
| All | +41.5% | -42.4% | +83.9% | +46.9% |
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 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