+32.6%
BMY vs TFC
+14.6%
+18.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +10.0% | +8.6% | +1.3% | +7.1% |
| 3M | -1.2% | -4.3% | +3.2% | -0.1% |
| 6M | +12.8% | +5.4% | +7.4% | +10.3% |
| YTD | +20.7% | +4.5% | +16.2% | +16.7% |
| 1Y | +32.6% | +14.0% | +18.6% | +21.6% |
| All | +32.6% | +14.6% | +18.0% | +21.6% |
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