+312.1%
BBY vs TMF
-68.9%
+381.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | +9.5% | -1.4% | +10.9% | +9.3% |
| 30D | +6.8% | -2.8% | +9.7% | +6.5% |
| 3M | +28.9% | -10.9% | +39.8% | +27.3% |
| 6M | +37.8% | -21.3% | +59.1% | +34.2% |
| YTD | +38.7% | -15.9% | +54.6% | +36.3% |
| 1Y | +23.7% | -15.7% | +39.4% | +21.7% |
| 3Y | +39.1% | -43.4% | +82.5% | +32.0% |
| 5Y | -0.4% | -87.8% | +87.3% | -25.3% |
| 10Y | +234.0% | -86.7% | +320.8% | +180.3% |
| All | +312.1% | -68.9% | +381.0% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling