+28.6%
BMY vs TMF
-88.0%
+116.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.5% | +1.2% | -1.8% | -0.6% |
| 30D | +4.1% | +19.7% | -15.7% | +3.2% |
| 3M | -2.1% | -2.1% | 0.0% | -2.1% |
| 6M | +12.2% | -13.4% | +25.6% | +12.8% |
| YTD | +20.3% | -16.7% | +37.1% | +21.1% |
| 1Y | +39.2% | -23.3% | +62.5% | +40.6% |
| 3Y | +35.6% | -24.8% | +60.4% | +36.9% |
| All | +28.6% | -88.0% | +116.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling