+470.1%
BBY vs TRI
+499.2%
-29.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +0.7% | -14.4% | +15.0% | +8.1% |
| 30D | +5.8% | -8.1% | +13.9% | +9.3% |
| 3M | +18.0% | +17.5% | +0.5% | +6.3% |
| 6M | +39.8% | -5.0% | +44.8% | +37.8% |
| YTD | +35.4% | -24.7% | +60.1% | +47.2% |
| 1Y | +21.4% | -41.5% | +62.9% | +50.2% |
| 3Y | +39.5% | -20.3% | +59.9% | +41.6% |
| 5Y | -0.5% | -10.9% | +10.4% | -5.8% |
| 10Y | +240.0% | +190.6% | +49.5% | +67.1% |
| All | +470.1% | +499.2% | -29.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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