+357.0%
TPR vs BBY
+285.7%
+71.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.4% |
| 7D | -1.1% | +4.0% | -5.2% | -3.3% |
| 30D | +15.1% | +17.6% | -2.5% | +4.8% |
| 3M | -13.4% | +25.9% | -39.3% | -24.7% |
| 6M | +1.4% | +85.1% | -83.8% | -29.9% |
| YTD | +4.8% | +60.6% | -55.8% | -22.5% |
| 1Y | +29.2% | +40.2% | -11.0% | +3.1% |
| 3Y | +403.7% | +86.6% | +317.1% | +218.0% |
| 5Y | +230.8% | -3.7% | +234.5% | +199.3% |
| All | +357.0% | +285.7% | +71.3% | +127.2% |
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