-50.0%
TE vs BBY
+28.5%
-78.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +15.0% | +1.2% | +13.8% | +14.6% |
| 30D | -7.5% | +6.8% | -14.3% | -9.6% |
| 3M | -42.0% | +18.7% | -60.7% | -45.5% |
| 6M | -31.4% | +37.3% | -68.7% | -39.3% |
| YTD | -26.5% | +35.3% | -61.8% | -34.9% |
| 1Y | +153.1% | +20.7% | +132.4% | +131.4% |
| 3Y | -20.7% | +39.4% | -60.1% | -32.2% |
| 5Y | -45.4% | -1.5% | -44.0% | -51.4% |
| All | -50.0% | +28.5% | -78.5% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling