+65.5%
T vs BBY
+89.3%
-23.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.5% | +4.5% | -1.9% | +2.2% |
| 30D | -3.8% | +16.8% | -20.6% | -5.0% |
| 3M | -8.7% | +23.2% | -32.0% | -10.3% |
| 6M | -8.1% | +91.9% | -100.1% | -12.2% |
| YTD | -6.4% | +61.6% | -68.1% | -9.8% |
| 1Y | -9.8% | +43.9% | -53.6% | -12.4% |
| 3Y | +65.5% | +88.6% | -23.2% | +58.5% |
| All | +65.5% | +89.3% | -23.8% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling