-34.5%
TLT vs BMY
+30.5%
-65.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -3.1% | +2.1% | -5.2% | -3.2% |
| 30D | +1.0% | +7.0% | -6.0% | +0.6% |
| 3M | -2.7% | -0.9% | -1.9% | -2.7% |
| 6M | -4.1% | +14.9% | -19.1% | -5.0% |
| YTD | -5.4% | +22.8% | -28.2% | -6.5% |
| 1Y | -7.0% | +36.2% | -43.3% | -8.7% |
| 3Y | +2.8% | +45.7% | -42.9% | +0.8% |
| All | -34.5% | +30.5% | -65.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling