+45.0%
BBY vs TNA
+101.9%
-56.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +0.6% | -7.3% | +7.9% | +2.7% |
| 30D | +9.4% | -14.2% | +23.6% | +14.1% |
| 3M | +19.3% | -4.6% | +23.9% | +20.4% |
| 6M | +47.9% | +36.9% | +11.0% | +32.0% |
| YTD | +39.6% | +42.5% | -3.0% | +21.7% |
| 1Y | +22.2% | +45.8% | -23.6% | +4.8% |
| 3Y | +45.0% | +104.7% | -59.7% | +3.2% |
| All | +45.0% | +101.9% | -56.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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