+306.7%
TPR vs BBY
+236.2%
+70.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -7.3% | +1.2% | -8.5% | -7.9% |
| 30D | -30.7% | +6.8% | -37.5% | -33.5% |
| 3M | -21.6% | +18.7% | -40.4% | -29.5% |
| 6M | -21.3% | +37.3% | -58.6% | -35.5% |
| YTD | -10.2% | +35.3% | -45.5% | -26.3% |
| 1Y | +9.5% | +20.7% | -11.2% | -4.6% |
| 3Y | +280.8% | +39.4% | +241.3% | +186.3% |
| 5Y | +218.7% | -1.5% | +220.2% | +184.0% |
| 10Y | +306.7% | +239.8% | +66.9% | +117.9% |
| All | +306.7% | +236.2% | +70.5% | +117.9% |
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