-1.5%
BBY vs TMF
-88.0%
+86.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +6.8% | -1.0% | +7.8% | +6.9% |
| 3M | +18.7% | -11.3% | +30.0% | +20.1% |
| 6M | +37.3% | -22.7% | +60.0% | +40.5% |
| YTD | +35.3% | -17.3% | +52.7% | +37.5% |
| 1Y | +20.7% | -22.5% | +43.2% | +23.2% |
| 3Y | +39.4% | -43.2% | +82.7% | +44.1% |
| 5Y | -1.5% | -88.3% | +86.8% | +2.9% |
| All | -1.5% | -88.0% | +86.5% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling