+356.2%
TPR vs BBY
+288.1%
+68.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -0.3% | +4.5% | -4.8% | -2.7% |
| 30D | +15.1% | +16.8% | -1.7% | +5.2% |
| 3M | +3.5% | +23.2% | -19.7% | -8.6% |
| 6M | +0.4% | +91.9% | -91.5% | -31.9% |
| YTD | +4.6% | +61.6% | -57.0% | -22.9% |
| 1Y | +33.1% | +43.9% | -10.8% | +4.6% |
| 3Y | +396.0% | +88.6% | +307.3% | +211.2% |
| 5Y | +230.3% | -3.1% | +233.4% | +197.8% |
| All | +356.2% | +288.1% | +68.1% | +126.1% |
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