+60.7%
BMY vs TD
+306.3%
-245.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -0.1% | -1.9% | +1.8% | +0.4% |
| 3M | +13.1% | +4.8% | +8.4% | +11.2% |
| 6M | +8.4% | +28.0% | -19.6% | 0.0% |
| YTD | +22.0% | +30.3% | -8.3% | +11.8% |
| 1Y | +40.3% | +59.8% | -19.5% | +20.6% |
| 3Y | +20.5% | +124.7% | -104.2% | -7.7% |
| 5Y | +23.7% | +127.0% | -103.2% | -7.3% |
| All | +60.7% | +306.3% | -245.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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