+1,749.1%
BMY vs TT
+16,138.6%
-14,389.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +5.0% | -7.4% | +12.4% | +6.7% |
| 3M | +19.4% | -3.2% | +22.6% | +19.7% |
| 6M | +9.5% | +1.1% | +8.4% | +8.5% |
| YTD | +28.1% | +15.6% | +12.4% | +22.8% |
| 1Y | +50.0% | +9.2% | +40.8% | +45.5% |
| 3Y | +24.1% | +124.4% | -100.3% | 0.0% |
| 5Y | +25.0% | +138.0% | -113.0% | -2.2% |
| 10Y | +68.7% | +886.4% | -817.7% | -7.9% |
| All | +1,749.1% | +16,138.6% | -14,389.5% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling