+58.2%
BMY vs TT
+744.7%
-686.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +6.2% | -11.8% | +18.0% | +8.4% |
| 3M | -2.1% | -11.6% | +9.4% | -0.3% |
| 6M | +14.3% | -9.3% | +23.6% | +15.3% |
| YTD | +21.6% | +8.9% | +12.7% | +17.9% |
| 1Y | +38.8% | -2.2% | +41.0% | +37.5% |
| 3Y | +42.9% | +91.9% | -48.9% | +19.1% |
| 5Y | +30.1% | +136.0% | -105.9% | +0.9% |
| 10Y | +58.2% | +734.7% | -676.5% | -9.7% |
| All | +58.2% | +744.7% | -686.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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