+1,749.1%
BMY vs TFC
+2,596.5%
-847.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +0.4% | +2.4% | -2.1% | -0.2% |
| 30D | +5.0% | -1.3% | +6.3% | +5.3% |
| 3M | +19.4% | +6.1% | +13.3% | +17.7% |
| 6M | +9.5% | +7.3% | +2.2% | +7.7% |
| YTD | +28.1% | +8.2% | +19.9% | +25.5% |
| 1Y | +50.0% | +14.4% | +35.6% | +45.1% |
| 3Y | +24.1% | +93.7% | -69.6% | +5.7% |
| 5Y | +25.0% | +16.4% | +8.6% | +15.5% |
| 10Y | +68.7% | +101.6% | -32.9% | +30.3% |
| All | +1,749.1% | +2,596.5% | -847.3% | +898.5% |
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