+57.5%
BMY vs TMF
-83.0%
+140.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +5.1% | +16.3% | -11.2% | +5.4% |
| 3M | -3.0% | -2.7% | -0.3% | -3.1% |
| 6M | +13.1% | -13.2% | +26.2% | +12.7% |
| YTD | +20.3% | -16.7% | +37.0% | +19.8% |
| 1Y | +39.0% | -22.7% | +61.7% | +38.2% |
| 3Y | +42.0% | -26.1% | +68.1% | +41.9% |
| 5Y | +28.5% | -88.4% | +117.0% | +13.4% |
| 10Y | +57.5% | -81.8% | +139.4% | +50.7% |
| All | +57.5% | -83.0% | +140.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling