+64.6%
BMY vs TFC
+97.4%
-32.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -0.7% | -2.3% | +1.7% | -0.2% |
| 3M | +15.3% | +2.5% | +12.9% | +14.6% |
| 6M | +8.5% | +9.5% | -0.9% | +6.4% |
| YTD | +23.4% | +5.1% | +18.4% | +21.9% |
| 1Y | +42.9% | +15.5% | +27.4% | +38.3% |
| 3Y | +22.0% | +95.2% | -73.2% | +5.4% |
| 5Y | +24.3% | +14.5% | +9.9% | +16.7% |
| 10Y | +64.6% | +97.2% | -32.6% | +21.2% |
| All | +64.6% | +97.4% | -32.8% | +21.2% |
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