-1.1%
TLT vs BMY
+23.8%
-24.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +0.4% | -3.3% | +3.7% | +0.6% |
| 30D | -0.3% | 0.0% | -0.2% | -0.3% |
| 3M | -1.7% | +17.7% | -19.5% | -2.7% |
| 6M | -4.9% | +9.6% | -14.5% | -5.5% |
| YTD | -2.8% | +24.0% | -26.8% | -4.2% |
| 1Y | -4.2% | +45.1% | -49.3% | -6.6% |
| 3Y | -1.1% | +22.5% | -23.6% | -8.7% |
| All | -1.1% | +23.8% | -24.9% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling