+30.1%
BMY vs TFC
-1.6%
+31.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | +1.7% | 0.0% | +1.5% |
| 30D | +6.2% | +9.0% | -2.8% | +4.6% |
| 3M | -2.1% | -2.1% | 0.0% | -1.8% |
| 6M | +14.3% | +3.4% | +10.9% | +13.4% |
| YTD | +21.6% | +5.3% | +16.3% | +20.2% |
| 1Y | +38.8% | +16.2% | +22.6% | +35.1% |
| 3Y | +42.9% | +94.8% | -51.9% | +29.7% |
| 5Y | +30.1% | -0.7% | +30.7% | +24.6% |
| All | +30.1% | -1.6% | +31.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling