+8,579.1%
TPR vs BBY
+617.1%
+7,962.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.5% |
| 7D | +12.1% | +10.9% | +1.2% | +7.2% |
| 30D | +16.7% | +19.6% | -3.0% | +8.0% |
| 3M | -17.4% | +27.6% | -45.0% | -26.0% |
| 6M | +2.3% | +79.4% | -77.2% | -21.2% |
| YTD | +7.1% | +61.7% | -54.5% | -14.5% |
| 1Y | +29.5% | +40.3% | -10.8% | +9.5% |
| 3Y | +415.0% | +87.9% | +327.2% | +273.7% |
| 5Y | +261.5% | +0.2% | +261.3% | +233.8% |
| 10Y | +383.3% | +274.5% | +108.8% | +166.0% |
| All | +8,579.1% | +617.1% | +7,962.0% | +2,802.1% |
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 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