+45.0%
BBY vs TXG
+43.8%
+1.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.9% |
| 3M | +19.3% | +136.1% | -116.8% | +1.3% |
| 6M | +47.9% | +235.2% | -187.3% | +16.7% |
| YTD | +39.6% | +320.5% | -281.0% | +4.7% |
| 1Y | +22.2% | +425.2% | -403.0% | -13.8% |
| 3Y | +45.0% | +42.9% | +2.1% | +24.5% |
| All | +45.0% | +43.8% | +1.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling