+60.7%
BMY vs TCOM
-9.8%
+70.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -4.8% | -4.9% | +0.1% | -4.5% |
| 30D | -0.1% | -14.4% | +14.3% | +0.9% |
| 3M | +13.1% | -17.7% | +30.8% | +14.4% |
| 6M | +8.4% | -25.1% | +33.5% | +10.2% |
| YTD | +22.0% | -45.7% | +67.7% | +26.3% |
| 1Y | +40.3% | -47.9% | +88.1% | +45.6% |
| 3Y | +20.5% | +8.9% | +11.6% | +17.6% |
| 5Y | +23.7% | +26.9% | -3.1% | +17.6% |
| All | +60.7% | -9.8% | +70.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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