+33.9%
BMY vs TFC
+15.4%
+18.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | +9.3% | +7.8% | +1.5% | +6.6% |
| 3M | -0.1% | -3.0% | +2.9% | +0.6% |
| 6M | +15.5% | +5.8% | +9.7% | +12.8% |
| YTD | +21.8% | +5.3% | +16.5% | +17.5% |
| All | +33.9% | +15.4% | +18.4% | +22.4% |
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