+131.2%
TLT vs BMY
+676.3%
-545.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.6% | +5.0% | -5.6% | -0.2% |
| 3M | -2.7% | +19.4% | -22.1% | -1.4% |
| 6M | -5.6% | +9.5% | -15.2% | -4.9% |
| YTD | -2.8% | +28.1% | -30.8% | -0.8% |
| 1Y | -1.4% | +50.0% | -51.4% | +2.0% |
| 3Y | -1.6% | +24.1% | -25.7% | +0.5% |
| 5Y | -33.8% | +25.0% | -58.8% | -32.1% |
| 10Y | -21.1% | +68.7% | -89.8% | -14.9% |
| All | +131.2% | +676.3% | -545.1% | +203.1% |
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 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