-4.2%
TLT vs BMY
+44.4%
-48.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -0.3% | -4.8% | +4.5% | -0.1% |
| 30D | 0.0% | -0.7% | +0.6% | 0.0% |
| 3M | -2.9% | +15.3% | -18.2% | -3.4% |
| 6M | -6.3% | +8.5% | -14.8% | -6.6% |
| YTD | -3.3% | +23.4% | -26.8% | -3.9% |
| 1Y | -4.2% | +42.9% | -47.1% | -4.5% |
| All | -4.2% | +44.4% | -48.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling