+35.6%
BMY vs TMF
-25.3%
+60.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.5% | +1.2% | -1.8% | -0.7% |
| 30D | +4.1% | +19.7% | -15.7% | +2.0% |
| 3M | -2.1% | -2.1% | 0.0% | -2.0% |
| 6M | +12.2% | -13.4% | +25.6% | +13.7% |
| YTD | +20.3% | -16.7% | +37.1% | +22.3% |
| 1Y | +39.2% | -23.3% | +62.5% | +42.7% |
| 3Y | +35.6% | -24.8% | +60.4% | +36.5% |
| All | +35.6% | -25.3% | +60.9% | +36.5% |
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 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