+2,640.5%
TFC vs BBY
+74,802.5%
-72,162.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +2.2% | +8.1% | -5.9% | +0.8% |
| 30D | -2.5% | +8.9% | -11.4% | -4.0% |
| 3M | +4.5% | +22.0% | -17.5% | +0.7% |
| 6M | +11.0% | +37.8% | -26.8% | +4.1% |
| YTD | +5.9% | +37.3% | -31.4% | -0.7% |
| 1Y | +14.6% | +21.6% | -7.0% | +9.6% |
| 3Y | +96.7% | +41.5% | +55.2% | +80.9% |
| 5Y | +15.6% | +1.2% | +14.3% | +11.4% |
| 10Y | +98.6% | +237.8% | -139.2% | +56.7% |
| All | +2,640.5% | +74,802.5% | -72,162.0% | +1,217.4% |
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 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