+60.7%
BMY vs TTMI
+1,127.6%
-1,066.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.4% |
| 7D | -4.8% | +0.7% | -5.4% | -4.8% |
| 30D | -0.1% | -8.4% | +8.3% | +0.4% |
| 3M | +13.1% | -32.5% | +45.6% | +15.9% |
| 6M | +8.4% | +32.5% | -24.1% | +2.7% |
| YTD | +22.0% | +83.2% | -61.3% | +10.7% |
| 1Y | +40.3% | +161.7% | -121.4% | +21.1% |
| 3Y | +20.5% | +890.1% | -869.6% | -14.7% |
| 5Y | +23.7% | +832.4% | -808.7% | -14.4% |
| All | +60.7% | +1,127.6% | -1,066.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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