+9.9%
BBY vs TPG
+74.1%
-64.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.5% |
| 7D | +0.6% | -9.4% | +10.0% | +4.2% |
| 30D | +9.4% | -5.3% | +14.7% | +11.2% |
| 3M | +19.3% | +12.9% | +6.4% | +13.0% |
| 6M | +47.9% | +20.1% | +27.8% | +35.8% |
| YTD | +39.6% | -22.5% | +62.1% | +51.6% |
| 1Y | +22.2% | -19.7% | +41.9% | +30.2% |
| 3Y | +45.0% | +81.2% | -36.2% | +7.7% |
| All | +9.9% | +74.1% | -64.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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