+62.0%
BMY vs TMF
-86.8%
+148.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -3.3% | +1.0% | -4.3% | -3.3% |
| 30D | 0.0% | -1.8% | +1.8% | -0.1% |
| 3M | +17.7% | -8.2% | +26.0% | +17.5% |
| 6M | +9.6% | -19.5% | +29.1% | +9.0% |
| YTD | +24.0% | -16.0% | +39.9% | +23.5% |
| 1Y | +45.1% | -22.5% | +67.6% | +44.2% |
| 3Y | +22.5% | -42.3% | +64.8% | +20.9% |
| 5Y | +22.3% | -87.7% | +110.0% | +8.2% |
| 10Y | +62.0% | -86.5% | +148.5% | +54.5% |
| All | +62.0% | -86.8% | +148.8% | +54.5% |
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