+36.2%
BMY vs TFC
+15.7%
+20.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.3% |
| 30D | +7.0% | +10.8% | -3.8% | +3.6% |
| 3M | -0.9% | -3.8% | +2.9% | 0.0% |
| 6M | +14.9% | +9.6% | +5.4% | +11.0% |
| YTD | +22.8% | +5.8% | +17.0% | +18.4% |
| 1Y | +36.2% | +16.2% | +20.1% | +24.4% |
| All | +36.2% | +15.7% | +20.5% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling