+24.3%
BMY vs TDG
+126.1%
-101.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -1.9% | -2.9% | -4.6% |
| 30D | -0.1% | -7.7% | +7.6% | +0.6% |
| 3M | +13.1% | -9.3% | +22.4% | +13.9% |
| 6M | +8.4% | -9.4% | +17.8% | +9.0% |
| YTD | +22.0% | -14.3% | +36.2% | +23.0% |
| 1Y | +40.3% | -11.8% | +52.1% | +41.2% |
| 3Y | +20.5% | +52.0% | -31.5% | +17.1% |
| All | +24.3% | +126.1% | -101.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · 6 months rolling