+1,642.5%
BMY vs TFC
+2,504.6%
-862.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +10.0% | +8.6% | +1.3% | +8.0% |
| 3M | -1.2% | -4.3% | +3.2% | -0.2% |
| 6M | +12.8% | +5.4% | +7.4% | +11.3% |
| YTD | +20.7% | +4.5% | +16.2% | +19.1% |
| 1Y | +32.6% | +14.0% | +18.6% | +28.5% |
| 3Y | +41.8% | +93.4% | -51.5% | +21.1% |
| 5Y | +29.0% | +0.5% | +28.5% | +23.3% |
| 10Y | +57.8% | +77.7% | -19.9% | +25.3% |
| All | +1,642.5% | +2,504.6% | -862.1% | +848.0% |
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