-53.1%
TE vs BBY
+32.6%
-85.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -5.9% | +9.4% | -15.3% | -8.7% |
| 3M | -45.6% | +19.3% | -64.9% | -49.0% |
| 6M | -43.4% | +47.9% | -91.3% | -50.9% |
| YTD | -31.0% | +39.6% | -70.6% | -39.4% |
| 1Y | +145.2% | +22.2% | +123.0% | +123.6% |
| 3Y | -24.1% | +45.0% | -69.0% | -35.8% |
| 5Y | -48.1% | +2.6% | -50.7% | -54.2% |
| All | -53.1% | +32.6% | -85.6% | -58.6% |
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