+71.9%
BBY vs TXG
+24.6%
+47.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.0% | -1.9% |
| 7D | +1.2% | +9.1% | -8.0% | -0.4% |
| 30D | +6.8% | +14.9% | -8.1% | +3.9% |
| 3M | +18.7% | +120.0% | -101.2% | +1.7% |
| 6M | +37.3% | +221.8% | -184.5% | +8.6% |
| YTD | +35.3% | +312.6% | -277.3% | +1.5% |
| 1Y | +20.7% | +398.4% | -377.8% | -14.0% |
| 3Y | +39.4% | +42.1% | -2.6% | +16.8% |
| 5Y | -1.5% | -63.5% | +62.0% | -5.9% |
| All | +71.9% | +24.6% | +47.3% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling