+42.0%
BMY vs TT
+94.8%
-52.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.4% |
| 30D | +5.1% | -11.8% | +16.9% | +5.4% |
| 3M | -3.0% | -12.6% | +9.6% | -2.7% |
| 6M | +13.1% | -9.4% | +22.4% | +12.8% |
| YTD | +20.3% | +8.8% | +11.5% | +18.8% |
| 1Y | +39.0% | -2.5% | +41.5% | +38.2% |
| 3Y | +42.0% | +95.7% | -53.7% | +30.0% |
| All | +42.0% | +94.8% | -52.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling