-20.7%
TLT vs BMY
+63.7%
-84.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.6% | -4.8% | +3.1% | -1.8% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | -4.9% | +13.1% | -18.0% | -4.5% |
| 6M | -5.0% | +8.4% | -13.4% | -4.8% |
| YTD | -4.4% | +22.0% | -26.3% | -3.7% |
| 1Y | -6.4% | +40.3% | -46.7% | -5.2% |
| 3Y | -2.0% | +20.5% | -22.5% | -1.5% |
| 5Y | -35.0% | +23.7% | -58.7% | -34.1% |
| All | -20.7% | +63.7% | -84.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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