+45.7%
BMY vs TMF
-32.2%
+77.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +1.9% |
| 7D | +2.1% | -9.3% | +11.3% | +3.2% |
| 30D | +7.0% | +1.9% | +5.1% | +6.8% |
| 3M | -0.9% | -11.2% | +10.4% | +0.4% |
| 6M | +14.9% | -17.7% | +32.6% | +17.1% |
| YTD | +22.8% | -24.5% | +47.3% | +26.2% |
| 1Y | +36.2% | -29.4% | +65.7% | +40.9% |
| 3Y | +45.7% | -33.4% | +79.1% | +54.7% |
| All | +45.7% | -32.2% | +77.9% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling