+64.6%
BMY vs TT
+906.5%
-841.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -4.8% | +1.4% | -6.2% | -5.1% |
| 30D | -0.7% | -6.7% | +6.0% | +0.6% |
| 3M | +15.3% | -5.4% | +20.8% | +16.1% |
| 6M | +8.5% | +4.4% | +4.2% | +6.8% |
| YTD | +23.4% | +14.9% | +8.5% | +18.8% |
| 1Y | +42.9% | +9.3% | +33.7% | +38.9% |
| 3Y | +22.0% | +121.7% | -99.8% | -2.0% |
| 5Y | +24.3% | +148.2% | -123.8% | -4.6% |
| 10Y | +64.6% | +957.3% | -892.7% | -19.9% |
| All | +64.6% | +906.5% | -841.9% | -19.9% |
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