+125.1%
TLT vs BMY
+644.6%
-519.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.3% |
| 7D | -3.1% | +2.1% | -5.2% | -3.0% |
| 30D | +1.0% | +7.0% | -6.0% | +1.6% |
| 3M | -2.7% | -0.9% | -1.9% | -2.8% |
| 6M | -4.1% | +14.9% | -19.1% | -3.0% |
| YTD | -5.4% | +22.8% | -28.2% | -3.7% |
| 1Y | -7.0% | +36.2% | -43.3% | -4.6% |
| 3Y | +2.8% | +45.7% | -42.9% | +6.8% |
| 5Y | -35.4% | +31.3% | -66.6% | -33.2% |
| 10Y | -13.1% | +60.6% | -73.7% | -6.7% |
| All | +125.1% | +644.6% | -519.5% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling