+1,655.9%
BMY vs TFC
+2,523.9%
-868.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | +1.7% | 0.0% | +1.4% |
| 30D | +6.2% | +9.0% | -2.8% | +4.3% |
| 3M | -2.1% | -2.1% | 0.0% | -1.7% |
| 6M | +14.3% | +3.4% | +10.9% | +13.3% |
| YTD | +21.6% | +5.3% | +16.3% | +19.9% |
| 1Y | +38.8% | +16.2% | +22.6% | +33.9% |
| 3Y | +42.9% | +94.8% | -51.9% | +21.8% |
| 5Y | +30.1% | -0.7% | +30.7% | +24.7% |
| 10Y | +58.2% | +80.9% | -22.7% | +25.2% |
| All | +1,655.9% | +2,523.9% | -868.0% | +853.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling