+70.3%
T vs BBY
+252.7%
-182.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.5% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +7.5% | +9.4% | -1.9% | +5.7% |
| 3M | +14.8% | +19.3% | -4.5% | +11.2% |
| 6M | -1.7% | +47.9% | -49.7% | -8.7% |
| YTD | +8.7% | +39.6% | -30.9% | +1.7% |
| 1Y | -7.5% | +22.2% | -29.6% | -11.6% |
| 3Y | +110.2% | +45.0% | +65.3% | +88.4% |
| 5Y | +71.6% | +2.6% | +69.1% | +61.1% |
| All | +70.3% | +252.7% | -182.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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