+817.4%
BMY vs TD
+7,879.0%
-7,061.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | +0.4% | +0.3% | 0.0% | +0.3% |
| 30D | +5.0% | +0.4% | +4.6% | +4.8% |
| 3M | +19.4% | +7.6% | +11.8% | +16.5% |
| 6M | +9.5% | +25.0% | -15.5% | +2.1% |
| YTD | +28.1% | +31.0% | -2.9% | +17.6% |
| 1Y | +50.0% | +65.2% | -15.2% | +28.4% |
| 3Y | +24.1% | +122.5% | -98.4% | -3.8% |
| 5Y | +25.0% | +124.8% | -99.8% | -4.7% |
| 10Y | +68.7% | +298.2% | -229.6% | +5.5% |
| All | +817.4% | +7,879.0% | -7,061.6% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling