+58.7%
BMY vs TFC
+78.4%
-19.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | +9.3% | +7.8% | +1.5% | +7.6% |
| 3M | -0.1% | -3.0% | +2.9% | +0.5% |
| 6M | +15.5% | +5.8% | +9.7% | +14.0% |
| YTD | +21.8% | +5.3% | +16.5% | +20.2% |
| 1Y | +34.9% | +15.7% | +19.2% | +30.6% |
| 3Y | +43.2% | +94.8% | -51.6% | +24.2% |
| 5Y | +30.7% | 0.0% | +30.7% | +26.7% |
| All | +58.7% | +78.4% | -19.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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