+77.3%
BBY vs TXG
+27.0%
+50.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.3% | +2.5% |
| 7D | +0.6% | +9.5% | -8.9% | -1.0% |
| 30D | +9.4% | +18.8% | -9.4% | +5.8% |
| 3M | +19.3% | +136.1% | -116.8% | +0.9% |
| 6M | +47.9% | +235.2% | -187.3% | +16.1% |
| YTD | +39.6% | +320.5% | -281.0% | +4.3% |
| 1Y | +22.2% | +425.2% | -403.0% | -13.8% |
| 3Y | +45.0% | +42.9% | +2.1% | +21.3% |
| 5Y | +2.6% | -62.8% | +65.4% | -2.3% |
| All | +77.3% | +27.0% | +50.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling